+50.4%
ODFL vs S
-56.8%
+107.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -6.3% | -7.7% | +1.4% | -4.9% |
| 30D | -13.6% | -5.3% | -8.3% | -13.0% |
| 3M | -24.2% | +20.3% | -44.4% | -27.0% |
| 6M | -13.8% | +47.4% | -61.2% | -20.6% |
| YTD | +19.0% | +32.5% | -13.5% | +11.4% |
| 1Y | +25.7% | +9.5% | +16.1% | +21.2% |
| 3Y | -13.1% | +15.5% | -28.6% | -19.4% |
| 5Y | +26.7% | -71.2% | +97.9% | +27.6% |
| All | +50.4% | -56.8% | +107.2% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling