+20,929.4%
ODFL vs SPY
+3,034.0%
+17,895.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +2.0% |
| 7D | +5.8% | +2.6% | +3.2% | +3.5% |
| 30D | -5.3% | -2.0% | -3.4% | -3.7% |
| 3M | -19.0% | -2.8% | -16.2% | -17.0% |
| 6M | -7.5% | +2.1% | -9.6% | -9.3% |
| YTD | +11.8% | +11.5% | +0.3% | +1.8% |
| 1Y | +29.7% | +13.5% | +16.2% | +16.4% |
| 3Y | -9.1% | +77.7% | -86.8% | -44.0% |
| 5Y | +0.2% | +72.6% | -72.4% | -35.5% |
| 10Y | +566.3% | +308.2% | +258.1% | +117.2% |
| All | +20,929.4% | +3,034.0% | +17,895.4% | +2,834.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling