-14.1%
ODFL vs SCHG
+86.3%
-100.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -1.0% |
| 7D | -3.3% | -1.0% | -2.2% | -2.5% |
| 30D | -15.3% | -1.3% | -14.0% | -14.5% |
| 3M | -27.3% | +5.4% | -32.8% | -30.2% |
| 6M | -4.5% | +14.4% | -18.9% | -13.9% |
| YTD | +15.1% | +8.0% | +7.1% | +8.4% |
| 1Y | +21.1% | +12.7% | +8.4% | +9.9% |
| 3Y | -14.1% | +85.6% | -99.7% | -50.1% |
| All | -14.1% | +86.3% | -100.4% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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