+47,636.8%
ODFL vs SCCO
+33,197.0%
+14,439.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.2% | +6.5% | +1.2% |
| 7D | -2.8% | -2.7% | -0.1% | -2.2% |
| 30D | -13.7% | -0.2% | -13.5% | -13.9% |
| 3M | -23.4% | +17.8% | -41.1% | -27.5% |
| 6M | -7.2% | +2.3% | -9.4% | -9.5% |
| YTD | +15.6% | +41.6% | -26.0% | +1.4% |
| 1Y | +24.2% | +101.9% | -77.7% | -2.2% |
| 3Y | -12.8% | +186.2% | -198.9% | -39.7% |
| 5Y | +27.1% | +309.7% | -282.5% | -22.7% |
| 10Y | +739.9% | +1,094.2% | -354.3% | +261.6% |
| All | +47,636.8% | +33,197.0% | +14,439.8% | +10,032.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling