+28.9%
ODFL vs S
-71.9%
+100.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | -3.0% | -1.2% | -1.8% | -2.8% |
| 30D | -14.3% | -12.6% | -1.7% | -12.3% |
| 3M | -26.7% | +27.6% | -54.3% | -30.4% |
| 6M | -7.5% | +35.5% | -42.9% | -13.8% |
| YTD | +16.5% | +29.6% | -13.1% | +9.1% |
| 1Y | +23.5% | +8.1% | +15.4% | +19.2% |
| 3Y | -12.1% | +14.8% | -26.8% | -18.8% |
| 5Y | +28.9% | -70.6% | +99.5% | +34.6% |
| All | +28.9% | -71.9% | +100.8% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · 6 months rolling