+191.6%
ODFL vs SITM
+4,789.7%
-4,598.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -6.0% | -1.3% |
| 7D | -3.3% | +3.9% | -7.1% | -3.9% |
| 30D | -15.3% | -6.6% | -8.7% | -14.6% |
| 3M | -27.3% | -11.9% | -15.5% | -27.2% |
| 6M | -4.5% | +81.1% | -85.6% | -16.2% |
| YTD | +15.1% | +80.0% | -64.8% | +0.1% |
| 1Y | +21.1% | +145.8% | -124.7% | -1.2% |
| 3Y | -14.1% | +475.9% | -490.0% | -43.8% |
| 5Y | +26.6% | +189.2% | -162.6% | -14.9% |
| All | +191.6% | +4,789.7% | -4,598.1% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling