-9.1%
ODFL vs FSLY
+2.5%
-11.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +1.9% |
| 7D | +5.8% | +4.9% | +1.0% | +5.5% |
| 30D | -5.3% | -33.5% | +28.2% | -3.5% |
| 3M | -19.0% | -44.6% | +25.7% | -17.0% |
| 6M | -7.5% | -9.2% | +1.8% | -8.0% |
| YTD | +11.8% | +63.3% | -51.5% | +5.0% |
| 1Y | +29.7% | +45.3% | -15.6% | +23.1% |
| 3Y | -9.1% | +3.7% | -12.9% | -21.2% |
| All | -9.1% | +2.5% | -11.7% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling