+746.5%
ODFL vs SIMO
+548.4%
+198.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -3.0% |
| 7D | -3.0% | +14.5% | -17.5% | -5.2% |
| 30D | -14.3% | +20.4% | -34.7% | -17.0% |
| 3M | -26.7% | +7.1% | -33.9% | -29.1% |
| 6M | -7.5% | +129.2% | -136.7% | -25.2% |
| YTD | +16.5% | +201.9% | -185.4% | -12.4% |
| 1Y | +23.5% | +235.5% | -212.0% | -10.1% |
| 3Y | -12.1% | +463.8% | -475.9% | -45.1% |
| 5Y | +28.9% | +306.7% | -277.8% | -16.4% |
| 10Y | +746.5% | +579.5% | +167.0% | +344.7% |
| All | +746.5% | +548.4% | +198.1% | +344.7% |
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