+22,581.6%
ODFL vs SPG
+5,256.9%
+17,324.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.4% |
| 7D | -6.3% | -2.4% | -3.9% | -5.4% |
| 30D | -13.6% | -6.8% | -6.8% | -11.3% |
| 3M | -24.2% | +2.7% | -26.9% | -25.0% |
| 6M | -13.8% | +5.5% | -19.2% | -15.5% |
| YTD | +19.0% | +15.7% | +3.3% | +12.9% |
| 1Y | +25.7% | +20.9% | +4.8% | +17.3% |
| 3Y | -13.1% | +112.4% | -125.5% | -33.9% |
| 5Y | +26.7% | +101.4% | -74.7% | -2.5% |
| 10Y | +721.5% | +60.6% | +660.9% | +498.4% |
| All | +22,581.6% | +5,256.9% | +17,324.7% | +6,845.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling