+47.7%
ODFL vs SOXQ
+279.9%
-232.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.9% | +0.3% |
| 7D | -2.8% | +2.3% | -5.1% | -3.8% |
| 30D | -13.7% | -3.9% | -9.8% | -12.3% |
| 3M | -23.4% | -4.7% | -18.6% | -23.6% |
| 6M | -7.2% | +47.9% | -55.0% | -25.6% |
| YTD | +15.6% | +64.3% | -48.7% | -12.4% |
| 1Y | +24.2% | +95.7% | -71.5% | -14.5% |
| 3Y | -12.8% | +231.5% | -244.3% | -57.8% |
| 5Y | +27.1% | +255.0% | -227.9% | -43.7% |
| All | +47.7% | +279.9% | -232.2% | -35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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