+27.3%
ODFL vs SHAK
-22.8%
+50.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.6% | -1.1% |
| 7D | -3.3% | -8.3% | +5.0% | -1.4% |
| 30D | -15.3% | -12.6% | -2.6% | -12.7% |
| 3M | -27.3% | +9.1% | -36.4% | -29.3% |
| 6M | -4.5% | -31.2% | +26.8% | +1.7% |
| YTD | +15.1% | -21.6% | +36.7% | +18.7% |
| 1Y | +21.1% | -38.8% | +59.9% | +32.1% |
| 3Y | -14.1% | +0.6% | -14.7% | -20.7% |
| All | +27.3% | -22.8% | +50.1% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling