+723.3%
ODFL vs SPG
+64.3%
+659.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | -2.8% | -2.2% | -0.6% | -2.2% |
| 30D | -13.7% | -5.8% | -7.9% | -12.2% |
| 3M | -23.4% | -2.8% | -20.6% | -22.8% |
| 6M | -7.2% | +8.9% | -16.0% | -9.3% |
| YTD | +15.6% | +14.3% | +1.3% | +11.6% |
| 1Y | +24.2% | +19.5% | +4.7% | +18.4% |
| 3Y | -12.8% | +106.9% | -119.6% | -27.2% |
| 5Y | +27.1% | +108.7% | -81.6% | +5.5% |
| All | +723.3% | +64.3% | +659.0% | +618.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling