-9.6%
ODFL vs SM
-2.8%
-6.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | -0.1% |
| 7D | +0.2% | -0.2% | +0.3% | +0.2% |
| 30D | -13.4% | +31.5% | -44.9% | -18.1% |
| 3M | -24.2% | +17.3% | -41.5% | -27.0% |
| 6M | -3.3% | +48.5% | -51.8% | -13.6% |
| YTD | +19.8% | +106.3% | -86.5% | -2.6% |
| 1Y | +24.5% | +47.3% | -22.8% | +10.3% |
| 3Y | -9.6% | -1.4% | -8.2% | -15.9% |
| All | -9.6% | -2.8% | -6.9% | -15.9% |
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