+6,475.7%
ODFL vs SPXS
-100.0%
+6,575.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -2.2% |
| 7D | -3.0% | +1.2% | -4.3% | -2.5% |
| 30D | -14.3% | +5.2% | -19.4% | -12.5% |
| 3M | -26.7% | -9.2% | -17.6% | -28.8% |
| 6M | -7.5% | -29.6% | +22.1% | -17.4% |
| YTD | +16.5% | -27.6% | +44.2% | +6.0% |
| 1Y | +23.5% | -36.7% | +60.3% | +7.7% |
| 3Y | -12.1% | -79.8% | +67.8% | -43.8% |
| 5Y | +28.9% | -85.9% | +114.8% | -13.0% |
| 10Y | +746.5% | -99.5% | +846.0% | +126.9% |
| All | +6,475.7% | -100.0% | +6,575.7% | +288.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling