+28.1%
FSLR vs ODFL
-9.1%
+37.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.8% |
| 7D | -14.8% | +5.8% | -20.6% | -15.7% |
| 30D | -4.3% | -5.3% | +1.0% | -3.4% |
| 3M | -23.4% | -19.0% | -4.4% | -20.4% |
| 6M | -26.9% | -7.5% | -19.5% | -25.9% |
| YTD | -34.4% | +11.8% | -46.2% | -35.6% |
| 1Y | -33.2% | +29.7% | -62.9% | -36.0% |
| 3Y | +28.1% | -9.1% | +37.2% | +19.1% |
| All | +28.1% | -9.1% | +37.2% | +19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling