+295.1%
ODFL vs FSLY
-4.2%
+299.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.3% |
| 7D | -6.3% | -10.6% | +4.4% | -5.4% |
| 30D | -13.6% | -20.9% | +7.3% | -12.2% |
| 3M | -24.2% | +3.4% | -27.6% | -24.9% |
| 6M | -13.8% | +2.7% | -16.5% | -16.6% |
| YTD | +19.0% | +102.3% | -83.2% | +5.8% |
| 1Y | +25.7% | +182.1% | -156.4% | +6.3% |
| 3Y | -13.1% | -14.6% | +1.4% | -20.9% |
| 5Y | +26.7% | -55.9% | +82.6% | +11.2% |
| All | +295.1% | -4.2% | +299.3% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling