+33,206.6%
ODFL vs SONY
+658.8%
+32,547.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | -3.0% | -4.9% | +1.9% | -1.7% |
| 30D | -14.3% | -1.6% | -12.7% | -14.0% |
| 3M | -26.7% | +10.0% | -36.7% | -28.9% |
| 6M | -7.5% | +8.4% | -15.9% | -10.2% |
| YTD | +16.5% | -8.4% | +25.0% | +18.4% |
| 1Y | +23.5% | -18.4% | +41.9% | +29.1% |
| 3Y | -12.1% | +41.0% | -53.0% | -22.3% |
| 5Y | +28.9% | +9.3% | +19.6% | +21.0% |
| 10Y | +746.5% | +281.7% | +464.8% | +460.7% |
| All | +33,206.6% | +658.8% | +32,547.8% | +16,846.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling