+32.5%
ODFL vs SPG
+109.1%
-76.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.1% |
| 7D | +0.2% | 0.0% | +0.2% | +0.1% |
| 30D | -13.4% | -4.9% | -8.5% | -10.7% |
| 3M | -24.2% | +3.3% | -27.5% | -25.9% |
| 6M | -3.3% | +11.2% | -14.5% | -9.9% |
| YTD | +19.8% | +17.1% | +2.7% | +8.5% |
| 1Y | +24.5% | +21.6% | +2.9% | +10.1% |
| 3Y | -9.6% | +111.9% | -121.5% | -42.9% |
| All | +32.5% | +109.1% | -76.6% | -17.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling