+27.3%
ODFL vs SONY
+9.6%
+17.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -1.0% |
| 7D | -3.3% | -2.7% | -0.6% | -2.4% |
| 30D | -15.3% | +1.5% | -16.8% | -15.9% |
| 3M | -27.3% | +13.0% | -40.3% | -30.7% |
| 6M | -4.5% | +11.2% | -15.7% | -9.0% |
| YTD | +15.1% | -6.6% | +21.8% | +16.9% |
| 1Y | +21.1% | -18.1% | +39.2% | +28.4% |
| 3Y | -14.1% | +42.1% | -56.2% | -29.0% |
| All | +27.3% | +9.6% | +17.6% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling