+45,635.5%
FAST vs ODFL
+28,969.5%
+16,666.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.8% |
| 7D | +2.1% | -4.4% | +6.5% | +2.9% |
| 30D | +6.9% | -6.1% | +13.0% | +7.9% |
| 3M | +4.8% | -21.9% | +26.7% | +9.2% |
| 6M | +19.8% | -17.6% | +37.3% | +23.5% |
| YTD | +34.9% | +5.6% | +29.3% | +32.9% |
| 1Y | +32.8% | +20.5% | +12.3% | +27.8% |
| 3Y | +93.7% | -14.8% | +108.6% | +95.1% |
| 5Y | +105.3% | -3.0% | +108.3% | +100.2% |
| 10Y | +595.4% | +607.6% | -12.3% | +398.9% |
| All | +45,635.5% | +28,969.5% | +16,666.0% | +21,887.9% |
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 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