+1,440.5%
FANG vs ODFL
+1,798.8%
-358.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +2.9% | -3.3% | +6.2% | +4.1% |
| 30D | +2.6% | -15.3% | +17.9% | +8.7% |
| 3M | +7.6% | -27.3% | +34.9% | +19.9% |
| 6M | +17.3% | -4.5% | +21.8% | +16.4% |
| YTD | +38.7% | +15.1% | +23.5% | +26.7% |
| 1Y | +51.6% | +21.1% | +30.6% | +34.8% |
| 3Y | +50.0% | -14.1% | +64.1% | +46.2% |
| 5Y | +237.6% | +26.6% | +211.0% | +159.6% |
| 10Y | +180.7% | +736.4% | -555.7% | -14.5% |
| All | +1,440.5% | +1,798.8% | -358.3% | +225.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ODFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling