+541.4%
ODFL vs SIMO
+409.2%
+132.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -1.4% |
| 7D | -5.4% | -16.0% | +10.6% | -3.2% |
| 30D | -7.7% | -35.8% | +28.1% | -2.4% |
| 3M | -20.8% | -26.5% | +5.7% | -18.9% |
| 6M | -15.0% | -33.0% | +18.0% | -13.8% |
| YTD | +7.6% | +84.3% | -76.7% | -14.5% |
| 1Y | +22.7% | +82.0% | -59.3% | -2.4% |
| 3Y | -12.9% | +218.5% | -231.4% | -41.5% |
| 5Y | -0.1% | +175.0% | -175.1% | -33.1% |
| All | +541.4% | +409.2% | +132.2% | +244.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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