+28.9%
ODFL vs SM
+119.2%
-90.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.8% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | -14.3% | +20.3% | -34.5% | -17.2% |
| 3M | -26.7% | +22.9% | -49.7% | -30.0% |
| 6M | -7.5% | +47.8% | -55.3% | -15.9% |
| YTD | +16.5% | +107.5% | -90.9% | -1.7% |
| 1Y | +23.5% | +51.7% | -28.2% | +10.5% |
| 3Y | -12.1% | -0.9% | -11.2% | -17.3% |
| 5Y | +28.9% | +112.2% | -83.3% | +16.1% |
| All | +28.9% | +119.2% | -90.3% | +16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling