+109.3%
FAST vs ODFL
+1.1%
+108.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +1.8% |
| 7D | +3.8% | -3.0% | +6.9% | +4.9% |
| 30D | +8.1% | -6.1% | +14.2% | +10.0% |
| 3M | +5.8% | -20.9% | +26.7% | +14.0% |
| 6M | +24.9% | -13.6% | +38.4% | +30.0% |
| YTD | +38.9% | +9.4% | +29.5% | +32.6% |
| 1Y | +36.5% | +22.9% | +13.6% | +25.0% |
| 3Y | +98.1% | -9.8% | +107.9% | +93.8% |
| 5Y | +109.3% | -0.4% | +109.7% | +89.9% |
| All | +109.3% | +1.1% | +108.2% | +89.9% |
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 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