+22,290.1%
ODFL vs SIRI
-17.9%
+22,308.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +0.2% | +4.3% | -4.1% | -0.1% |
| 30D | -13.4% | -2.8% | -10.6% | -13.3% |
| 3M | -24.2% | +5.9% | -30.1% | -24.5% |
| 6M | -3.3% | +31.9% | -35.2% | -5.2% |
| YTD | +19.8% | +48.7% | -28.9% | +16.6% |
| 1Y | +24.5% | +23.2% | +1.3% | +22.6% |
| 3Y | -9.6% | -23.9% | +14.2% | -9.4% |
| 5Y | +28.0% | -43.4% | +71.4% | +29.7% |
| 10Y | +735.3% | -13.6% | +748.9% | +726.1% |
| All | +22,290.1% | -17.9% | +22,308.0% | +19,423.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling