-14.1%
ODFL vs SCCO
+177.0%
-191.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -3.3% | -2.7% | -0.6% | -2.8% |
| 30D | -15.3% | -0.7% | -14.6% | -15.3% |
| 3M | -27.3% | +8.1% | -35.4% | -29.0% |
| 6M | -4.5% | +4.1% | -8.6% | -6.8% |
| YTD | +15.1% | +41.1% | -26.0% | +2.1% |
| 1Y | +21.1% | +95.6% | -74.5% | -2.2% |
| 3Y | -14.1% | +179.3% | -193.4% | -40.7% |
| All | -14.1% | +177.0% | -191.1% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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