+546.0%
ODFL vs SIMO
+394.4%
+151.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.6% | +7.3% | +2.5% |
| 7D | +5.8% | +4.1% | +1.7% | +5.1% |
| 30D | -5.3% | -24.0% | +18.6% | -2.4% |
| 3M | -19.0% | -31.8% | +12.8% | -16.0% |
| 6M | -7.5% | -36.9% | +29.4% | -5.1% |
| YTD | +11.8% | +84.8% | -73.0% | -11.3% |
| 1Y | +29.7% | +99.0% | -69.3% | +1.0% |
| 3Y | -9.1% | +217.9% | -227.1% | -39.0% |
| 5Y | +0.2% | +171.5% | -171.2% | -32.8% |
| All | +546.0% | +394.4% | +151.6% | +246.9% |
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