+23.5%
ODFL vs SIMO
+234.0%
-210.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -2.7% |
| 7D | -3.0% | +14.5% | -17.5% | -3.0% |
| 30D | -14.3% | +20.4% | -34.7% | -14.2% |
| 3M | -26.7% | +7.1% | -33.9% | -26.5% |
| 6M | -7.5% | +129.2% | -136.7% | -8.6% |
| YTD | +16.5% | +201.9% | -185.4% | +9.6% |
| 1Y | +23.5% | +235.5% | -212.0% | +12.2% |
| All | +23.5% | +234.0% | -210.4% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling