+723.3%
ODFL vs SPY
+318.9%
+404.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.1% |
| 7D | -2.8% | -2.0% | -0.8% | -0.7% |
| 30D | -13.7% | -1.7% | -12.0% | -12.1% |
| 3M | -23.4% | +4.7% | -28.1% | -27.2% |
| 6M | -7.2% | +12.5% | -19.7% | -18.4% |
| YTD | +15.6% | +11.7% | +3.9% | +2.6% |
| 1Y | +24.2% | +17.5% | +6.7% | +4.2% |
| 3Y | -12.8% | +76.6% | -89.3% | -52.5% |
| 5Y | +27.1% | +82.0% | -54.9% | -32.1% |
| All | +723.3% | +318.9% | +404.4% | +80.5% |
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