+42,253.3%
FAST vs ODFL
+31,590.6%
+10,662.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.7% |
| 7D | -0.6% | -3.3% | +2.7% | 0.0% |
| 30D | -5.6% | -15.3% | +9.7% | -2.8% |
| 3M | +6.9% | -27.3% | +34.2% | +12.9% |
| 6M | +7.0% | -4.5% | +11.5% | +7.5% |
| YTD | +24.9% | +15.1% | +9.8% | +21.4% |
| 1Y | +6.5% | +21.1% | -14.6% | +2.4% |
| 3Y | +94.1% | -14.1% | +108.2% | +95.2% |
| 5Y | +107.7% | +26.6% | +81.1% | +94.0% |
| 10Y | +530.9% | +736.4% | -205.5% | +341.4% |
| All | +42,253.3% | +31,590.6% | +10,662.7% | +19,986.1% |
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