+271.0%
ODFL vs FSLY
-22.7%
+293.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +2.0% |
| 7D | +5.8% | +4.9% | +1.0% | +5.4% |
| 30D | -5.3% | -33.5% | +28.2% | -2.6% |
| 3M | -19.0% | -44.6% | +25.7% | -15.9% |
| 6M | -7.5% | -9.2% | +1.8% | -8.5% |
| YTD | +11.8% | +63.3% | -51.5% | +0.1% |
| 1Y | +29.7% | +45.3% | -15.6% | +17.3% |
| 3Y | -9.1% | +3.7% | -12.9% | -20.0% |
| 5Y | +0.2% | -67.2% | +67.4% | -10.8% |
| All | +271.0% | -22.7% | +293.7% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 10y: compounded portfolio wealth divided by compounded FSLY 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…
10y analysis · Full analysis span regression · 6 months rolling