+107.2%
FAST vs ODFL
+26.4%
+80.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -0.4% | -6.3% | +5.9% | +1.8% |
| 30D | -0.8% | -13.6% | +12.8% | +4.2% |
| 3M | +5.8% | -24.2% | +29.9% | +15.8% |
| 6M | +8.0% | -13.8% | +21.8% | +12.5% |
| YTD | +25.6% | +19.0% | +6.6% | +17.0% |
| 1Y | +0.8% | +25.7% | -24.9% | -8.3% |
| 3Y | +86.1% | -13.1% | +99.2% | +85.9% |
| All | +107.2% | +26.4% | +80.8% | +68.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling