+7,226.6%
ODFL vs SIMO
+3,332.4%
+3,894.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.7% | -8.6% | -1.4% |
| 7D | -6.3% | +4.2% | -10.5% | -7.0% |
| 30D | -13.6% | +4.1% | -17.7% | -14.6% |
| 3M | -24.2% | -12.9% | -11.3% | -24.2% |
| 6M | -13.8% | +110.3% | -124.1% | -28.6% |
| YTD | +19.0% | +178.6% | -159.5% | -7.3% |
| 1Y | +25.7% | +220.0% | -194.3% | -5.2% |
| 3Y | -13.1% | +409.0% | -422.2% | -41.3% |
| 5Y | +26.7% | +277.3% | -250.7% | -12.1% |
| 10Y | +721.5% | +506.6% | +214.9% | +394.8% |
| All | +7,226.6% | +3,332.4% | +3,894.3% | +2,281.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling