-12.4%
ODFL vs SIMO
-28.1%
+15.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.7% | -7.2% | +1.5% |
| 7D | -5.0% | +0.9% | -5.9% | -5.0% |
| 30D | -6.3% | -25.4% | +19.1% | -6.7% |
| 3M | -18.5% | -17.8% | -0.7% | -18.9% |
| 6M | -12.4% | -29.6% | +17.2% | -12.8% |
| All | -12.4% | -28.1% | +15.7% | -12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling