+4,246.1%
ODFL vs SCHG
+1,121.7%
+3,124.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.3% | -0.4% |
| 7D | -2.8% | -2.7% | -0.1% | -0.3% |
| 30D | -13.7% | -2.2% | -11.4% | -11.9% |
| 3M | -23.4% | +6.2% | -29.5% | -27.7% |
| 6M | -7.2% | +13.4% | -20.5% | -17.8% |
| YTD | +15.6% | +7.1% | +8.5% | +7.8% |
| 1Y | +24.2% | +12.5% | +11.6% | +10.1% |
| 3Y | -12.8% | +86.2% | -98.9% | -52.8% |
| 5Y | +27.1% | +83.9% | -56.8% | -31.3% |
| 10Y | +739.9% | +451.3% | +288.7% | +35.6% |
| All | +4,246.1% | +1,121.7% | +3,124.4% | +175.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling