-11.2%
ODFL vs SM
-8.5%
-2.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.6% | -4.1% | +0.5% |
| 7D | -5.0% | +0.3% | -5.3% | -5.0% |
| 30D | -6.3% | -17.3% | +11.1% | -3.6% |
| 3M | -18.5% | -3.6% | -14.9% | -19.0% |
| 6M | -12.4% | +2.9% | -15.3% | -15.0% |
| YTD | +9.2% | +70.2% | -61.0% | -10.0% |
| 1Y | +23.0% | +66.5% | -43.5% | +1.8% |
| All | -11.2% | -8.5% | -2.7% | -15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling