+21.2%
ODFL vs SIMO
+81.6%
-60.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -1.7% |
| 7D | -5.4% | -16.0% | +10.6% | -5.7% |
| 30D | -7.7% | -35.8% | +28.1% | -8.3% |
| 3M | -20.8% | -26.5% | +5.7% | -21.2% |
| 6M | -15.0% | -33.0% | +18.0% | -15.1% |
| YTD | +7.6% | +84.3% | -76.7% | +1.6% |
| All | +21.2% | +81.6% | -60.4% | +14.1% |
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