+27.7%
ODFL vs SARO
-7.8%
+35.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | +3.5% | +15.8% | -12.3% | +0.7% |
| 30D | 0.0% | +22.2% | -22.2% | -3.7% |
| 3M | -18.1% | -16.2% | -1.9% | -15.5% |
| 6M | -6.4% | +4.6% | -11.0% | -10.0% |
| YTD | +14.9% | -10.4% | +25.2% | +15.6% |
| 1Y | +27.7% | -6.5% | +34.2% | +26.3% |
| All | +27.7% | -7.8% | +35.5% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling