-12.6%
ODFL vs SIMO
+432.2%
-444.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -0.6% |
| 7D | -6.3% | +4.2% | -10.5% | -6.6% |
| 30D | -13.6% | +4.1% | -17.7% | -14.0% |
| 3M | -24.2% | -12.9% | -11.3% | -24.0% |
| 6M | -13.8% | +110.3% | -124.1% | -23.1% |
| YTD | +19.0% | +178.6% | -159.5% | -1.1% |
| 1Y | +25.7% | +220.0% | -194.3% | +0.3% |
| All | -12.6% | +432.2% | -444.8% | -47.0% |
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