+535.4%
ODFL vs SM
+18.2%
+517.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | +0.2% |
| 7D | +0.6% | +10.6% | -10.0% | -0.3% |
| 30D | -6.3% | -15.0% | +8.7% | -5.2% |
| 3M | -19.1% | +1.7% | -20.8% | -19.6% |
| 6M | -9.9% | +5.9% | -15.8% | -11.1% |
| YTD | +9.9% | +79.0% | -69.1% | +2.7% |
| 1Y | +24.4% | +84.7% | -60.3% | +15.9% |
| 3Y | -11.0% | -3.5% | -7.5% | -13.2% |
| 5Y | -1.4% | +4.9% | -6.4% | -5.9% |
| All | +535.4% | +18.2% | +517.2% | +436.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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