+27.7%
ODFL vs SIRI
+59.9%
-32.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.4% | -7.5% | -0.9% |
| 7D | +3.5% | +22.3% | -18.8% | -1.1% |
| 30D | 0.0% | +26.9% | -26.9% | -5.3% |
| 3M | -18.1% | +9.6% | -27.7% | -19.8% |
| 6M | -6.4% | +27.2% | -33.6% | -11.6% |
| YTD | +14.9% | +72.4% | -57.5% | -5.4% |
| 1Y | +27.7% | +59.9% | -32.2% | +10.0% |
| All | +27.7% | +59.9% | -32.2% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling