-13.1%
ODFL vs SBAC
-8.7%
-4.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.6% |
| 7D | -3.0% | +0.2% | -3.2% | -3.0% |
| 30D | -14.3% | +3.9% | -18.1% | -14.6% |
| 3M | -26.7% | -8.2% | -18.6% | -26.1% |
| 6M | -7.5% | -2.8% | -4.7% | -7.1% |
| YTD | +16.5% | -1.5% | +18.1% | +16.7% |
| 1Y | +23.5% | 0.0% | +23.5% | +23.5% |
| All | -13.1% | -8.7% | -4.3% | -13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling