+47.1%
ODFL vs SOXQ
+286.7%
-239.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.2% |
| 7D | -3.3% | +0.8% | -4.0% | -3.6% |
| 30D | -15.3% | -4.6% | -10.7% | -13.7% |
| 3M | -27.3% | -10.2% | -17.2% | -25.5% |
| 6M | -4.5% | +49.7% | -54.2% | -23.8% |
| YTD | +15.1% | +67.2% | -52.1% | -13.4% |
| 1Y | +21.1% | +98.0% | -76.9% | -17.0% |
| 3Y | -14.1% | +237.2% | -251.3% | -58.7% |
| 5Y | +26.6% | +261.3% | -234.7% | -44.3% |
| All | +47.1% | +286.7% | -239.6% | -36.0% |
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