-13.1%
ODFL vs SPG
+106.5%
-119.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.1% |
| 7D | -3.0% | -1.7% | -1.4% | -1.9% |
| 30D | -14.3% | -6.3% | -8.0% | -10.5% |
| 3M | -26.7% | -2.4% | -24.3% | -25.7% |
| 6M | -7.5% | +9.6% | -17.1% | -13.4% |
| YTD | +16.5% | +14.2% | +2.3% | +6.6% |
| 1Y | +23.5% | +19.3% | +4.2% | +9.7% |
| All | -13.1% | +106.5% | -119.6% | -41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling