-14.1%
ODFL vs SONY
+42.2%
-56.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.8% |
| 7D | -3.3% | -2.7% | -0.6% | -2.7% |
| 30D | -15.3% | +1.5% | -16.8% | -15.7% |
| 3M | -27.3% | +13.0% | -40.3% | -29.7% |
| 6M | -4.5% | +11.2% | -15.7% | -7.7% |
| YTD | +15.1% | -6.6% | +21.8% | +16.3% |
| 1Y | +21.1% | -18.1% | +39.2% | +26.2% |
| 3Y | -14.1% | +42.1% | -56.2% | -23.5% |
| All | -14.1% | +42.2% | -56.3% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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