+28.9%
ODFL vs SGI
+56.1%
-27.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -1.9% |
| 7D | -3.0% | +0.6% | -3.6% | -3.3% |
| 30D | -14.3% | +5.5% | -19.8% | -16.4% |
| 3M | -26.7% | -3.6% | -23.1% | -26.1% |
| 6M | -7.5% | -15.0% | +7.5% | -2.2% |
| YTD | +16.5% | -23.0% | +39.6% | +28.6% |
| 1Y | +23.5% | -18.4% | +41.9% | +32.0% |
| 3Y | -12.1% | +57.8% | -69.8% | -30.8% |
| 5Y | +28.9% | +51.5% | -22.5% | -4.3% |
| All | +28.9% | +56.1% | -27.2% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling