-10.7%
ODFL vs SGI
+58.1%
-68.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | +0.2% | +9.3% | -9.1% | -3.7% |
| 30D | -13.4% | +6.9% | -20.3% | -16.0% |
| 3M | -24.2% | +2.8% | -27.0% | -25.7% |
| 6M | -3.3% | -12.6% | +9.3% | +1.0% |
| YTD | +19.8% | -21.5% | +41.3% | +31.1% |
| 1Y | +24.5% | -18.8% | +43.3% | +33.7% |
| All | -10.7% | +58.1% | -68.8% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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