+8,701.8%
ODFL vs SGI
+2,083.6%
+6,618.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -6.3% | +8.5% | -14.8% | -8.3% |
| 30D | -13.6% | +0.7% | -14.3% | -13.9% |
| 3M | -24.2% | +0.6% | -24.8% | -24.6% |
| 6M | -13.8% | -17.9% | +4.2% | -9.9% |
| YTD | +19.0% | -21.2% | +40.2% | +25.7% |
| 1Y | +25.7% | -18.9% | +44.5% | +31.3% |
| 3Y | -13.1% | +52.6% | -65.8% | -23.4% |
| 5Y | +26.7% | +60.7% | -34.1% | +7.8% |
| 10Y | +721.5% | +278.1% | +443.4% | +403.8% |
| All | +8,701.8% | +2,083.6% | +6,618.2% | +2,378.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling