+723.3%
ODFL vs SBAC
+83.0%
+640.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.1% | +0.1% |
| 7D | -2.8% | -5.3% | +2.5% | -1.2% |
| 30D | -13.7% | +0.4% | -14.0% | -13.8% |
| 3M | -23.4% | -11.9% | -11.5% | -20.7% |
| 6M | -7.2% | -4.5% | -2.7% | -7.0% |
| YTD | +15.6% | -4.3% | +20.0% | +15.5% |
| 1Y | +24.2% | -3.9% | +28.1% | +23.7% |
| 3Y | -12.8% | -11.0% | -1.8% | -13.7% |
| 5Y | +27.1% | -44.1% | +71.2% | +47.6% |
| All | +723.3% | +83.0% | +640.3% | +725.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling