+27.3%
ODFL vs SIMO
+274.0%
-246.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -1.0% |
| 7D | -6.3% | +4.2% | -10.5% | -6.8% |
| 30D | -13.6% | +4.1% | -17.7% | -14.3% |
| 3M | -24.2% | -12.9% | -11.3% | -24.0% |
| 6M | -13.8% | +110.3% | -124.1% | -26.7% |
| YTD | +19.0% | +178.6% | -159.5% | -6.0% |
| 1Y | +25.7% | +220.0% | -194.3% | -4.6% |
| 3Y | -13.1% | +409.0% | -422.2% | -43.0% |
| All | +27.3% | +274.0% | -246.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling