+546.0%
ODFL vs SPY
+307.0%
+239.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +2.1% |
| 7D | +5.8% | +2.6% | +3.2% | +3.0% |
| 30D | -5.3% | -2.0% | -3.4% | -3.3% |
| 3M | -19.0% | -2.8% | -16.2% | -16.6% |
| 6M | -7.5% | +2.1% | -9.6% | -9.9% |
| YTD | +11.8% | +11.5% | +0.3% | -0.8% |
| 1Y | +29.7% | +13.5% | +16.2% | +12.9% |
| 3Y | -9.1% | +77.7% | -86.8% | -51.0% |
| 5Y | +0.2% | +72.6% | -72.4% | -43.7% |
| All | +546.0% | +307.0% | +239.0% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling