+0.1%
ODFL vs SPG
+86.1%
-86.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -5.0% | +2.7% | -7.7% | -6.6% |
| 30D | -6.3% | +16.6% | -22.8% | -15.2% |
| 3M | -18.5% | +8.1% | -26.5% | -22.6% |
| 6M | -12.4% | +19.3% | -31.7% | -22.2% |
| YTD | +9.2% | +31.1% | -21.9% | -8.5% |
| 1Y | +23.0% | +32.8% | -9.8% | +2.3% |
| 3Y | -11.6% | +135.8% | -147.4% | -48.9% |
| 5Y | +0.1% | +85.1% | -84.9% | -39.1% |
| All | +0.1% | +86.1% | -86.0% | -39.1% |
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