+44,963.6%
ODFL vs SPYG
+561.6%
+44,401.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.0% |
| 7D | +0.2% | +1.2% | -1.0% | -0.8% |
| 30D | -13.4% | -1.6% | -11.9% | -12.3% |
| 3M | -24.2% | +3.4% | -27.5% | -26.5% |
| 6M | -3.3% | +18.9% | -22.2% | -16.5% |
| YTD | +19.8% | +13.8% | +6.0% | +6.9% |
| 1Y | +24.5% | +20.6% | +3.9% | +5.7% |
| 3Y | -9.6% | +100.5% | -110.1% | -49.8% |
| 5Y | +28.0% | +84.6% | -56.6% | -23.6% |
| 10Y | +735.3% | +410.8% | +324.4% | +123.1% |
| All | +44,963.6% | +561.6% | +44,401.9% | +6,924.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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