+507.7%
FAST vs ODFL
+732.4%
-224.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.7% |
| 7D | +1.3% | +0.2% | +1.1% | +1.2% |
| 30D | -4.7% | -13.4% | +8.7% | +0.8% |
| 3M | +7.9% | -24.2% | +32.1% | +20.2% |
| 6M | +7.4% | -3.3% | +10.8% | +7.7% |
| YTD | +25.1% | +19.8% | +5.3% | +14.3% |
| 1Y | +4.7% | +24.5% | -19.8% | -6.5% |
| 3Y | +94.7% | -9.6% | +104.3% | +89.9% |
| 5Y | +106.8% | +28.0% | +78.7% | +63.0% |
| 10Y | +507.7% | +735.3% | -227.6% | +66.9% |
| All | +507.7% | +732.4% | -224.7% | +66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling