+22,153.6%
ODFL vs SM
+1,608.3%
+20,545.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.4% |
| 7D | -6.3% | +0.1% | -6.4% | -6.3% |
| 30D | -13.6% | +26.3% | -39.9% | -16.1% |
| 3M | -24.2% | +8.7% | -32.9% | -25.3% |
| 6M | -13.8% | +51.7% | -65.5% | -19.0% |
| YTD | +19.0% | +99.0% | -80.0% | +8.2% |
| 1Y | +25.7% | +34.6% | -8.9% | +19.2% |
| 3Y | -13.1% | -7.8% | -5.4% | -15.1% |
| 5Y | +26.7% | +104.8% | -78.1% | +10.0% |
| 10Y | +721.5% | +7.2% | +714.3% | +499.1% |
| All | +22,153.6% | +1,608.3% | +20,545.3% | +10,568.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling