-14.8%
ODFL vs SIMO
+214.6%
-229.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +4.2% | -7.5% | -3.5% |
| 7D | -4.4% | -22.0% | +17.6% | -3.4% |
| 30D | -6.1% | -43.0% | +37.0% | -3.6% |
| 3M | -21.9% | -39.1% | +17.3% | -20.5% |
| 6M | -17.6% | -33.3% | +15.7% | -17.4% |
| YTD | +5.6% | +77.0% | -71.3% | -9.9% |
| 1Y | +20.5% | +73.0% | -52.5% | +3.1% |
| 3Y | -14.8% | +215.7% | -230.5% | -44.7% |
| All | -14.8% | +214.6% | -229.4% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling