-13.1%
ODFL vs SFM
+83.0%
-96.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.9% | +1.2% | -2.4% |
| 7D | -3.0% | -7.2% | +4.2% | -2.6% |
| 30D | -14.3% | -14.3% | +0.1% | -13.5% |
| 3M | -26.7% | -13.7% | -13.0% | -26.2% |
| 6M | -7.5% | -6.0% | -1.5% | -7.8% |
| YTD | +16.5% | -8.2% | +24.8% | +16.3% |
| 1Y | +23.5% | -46.2% | +69.8% | +32.8% |
| All | -13.1% | +83.0% | -96.0% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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