+1,109.8%
ODFL vs SFM
+48.8%
+1,061.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.3% | +1.5% |
| 7D | +5.8% | +6.0% | -0.2% | +5.0% |
| 30D | -5.3% | -19.5% | +14.1% | -3.1% |
| 3M | -19.0% | -37.0% | +18.1% | -14.5% |
| 6M | -7.5% | -41.0% | +33.5% | -1.9% |
| YTD | +11.8% | -34.6% | +46.4% | +16.1% |
| 1Y | +29.7% | -36.3% | +65.9% | +35.1% |
| 3Y | -9.1% | +24.5% | -33.7% | -16.5% |
| 5Y | +0.2% | +115.9% | -115.7% | -16.9% |
| 10Y | +566.3% | +139.5% | +426.8% | +420.7% |
| All | +1,109.8% | +48.8% | +1,061.0% | +904.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling