+203.3%
ODFL vs SITM
+4,507.3%
-4,304.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +0.9% |
| 7D | +0.2% | +8.4% | -8.2% | -1.1% |
| 30D | -13.4% | -17.4% | +4.0% | -11.1% |
| 3M | -24.2% | -9.8% | -14.3% | -24.3% |
| 6M | -3.3% | +83.0% | -86.3% | -15.4% |
| YTD | +19.8% | +69.6% | -49.8% | +5.1% |
| 1Y | +24.5% | +144.9% | -120.4% | +1.6% |
| 3Y | -9.6% | +429.9% | -439.5% | -40.1% |
| 5Y | +28.0% | +169.2% | -141.1% | -13.0% |
| All | +203.3% | +4,507.3% | -4,304.0% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling