+719.8%
ODFL vs SHAK
+87.2%
+632.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.0% |
| 7D | -3.3% | -8.3% | +5.0% | -1.6% |
| 30D | -15.3% | -12.6% | -2.6% | -13.1% |
| 3M | -27.3% | +9.1% | -36.4% | -29.0% |
| 6M | -4.5% | -31.2% | +26.8% | +0.8% |
| YTD | +15.1% | -21.6% | +36.7% | +18.2% |
| 1Y | +21.1% | -38.8% | +59.9% | +30.3% |
| 3Y | -14.1% | +0.6% | -14.7% | -18.8% |
| 5Y | +26.6% | -22.5% | +49.1% | +19.9% |
| All | +719.8% | +87.2% | +632.6% | +476.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling