+25.7%
ODFL vs SARO
-7.4%
+33.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | -6.3% | -0.8% | -5.5% | -6.2% |
| 30D | -13.6% | -20.0% | +6.4% | -10.4% |
| 3M | -24.2% | -2.9% | -21.3% | -24.7% |
| 6M | -13.8% | -17.7% | +3.9% | -11.6% |
| YTD | +19.0% | -13.5% | +32.5% | +20.8% |
| 1Y | +25.7% | -9.7% | +35.4% | +24.0% |
| All | +25.7% | -7.4% | +33.1% | +24.0% |
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