-5.5%
ODFL vs SARO
-23.7%
+18.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.2% |
| 7D | -2.8% | -4.0% | +1.2% | -1.8% |
| 30D | -13.7% | -16.1% | +2.5% | -10.0% |
| 3M | -23.4% | -4.5% | -18.8% | -23.3% |
| 6M | -7.2% | -17.0% | +9.9% | -4.0% |
| YTD | +15.6% | -17.5% | +33.2% | +19.6% |
| 1Y | +24.2% | -12.3% | +36.4% | +25.5% |
| All | -5.5% | -23.7% | +18.2% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling