+27.1%
ODFL vs SPXS
-85.4%
+112.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.6% | 0.0% |
| 7D | -2.8% | +6.4% | -9.2% | -0.3% |
| 30D | -13.7% | +6.0% | -19.6% | -11.5% |
| 3M | -23.4% | -11.6% | -11.7% | -26.5% |
| 6M | -7.2% | -28.7% | +21.6% | -17.3% |
| YTD | +15.6% | -26.3% | +41.9% | +5.2% |
| 1Y | +24.2% | -34.9% | +59.1% | +8.3% |
| 3Y | -12.8% | -79.5% | +66.7% | -46.0% |
| 5Y | +27.1% | -85.9% | +113.1% | -18.1% |
| All | +27.1% | -85.4% | +112.5% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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