+746.5%
ODFL vs STLA
+46.8%
+699.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.1% |
| 7D | -3.0% | +0.4% | -3.4% | -3.2% |
| 30D | -14.3% | -5.2% | -9.1% | -13.1% |
| 3M | -26.7% | -24.9% | -1.9% | -20.5% |
| 6M | -7.5% | -25.2% | +17.7% | -0.1% |
| YTD | +16.5% | -51.4% | +68.0% | +41.8% |
| 1Y | +23.5% | -40.7% | +64.2% | +39.9% |
| 3Y | -12.1% | -66.3% | +54.2% | +13.5% |
| 5Y | +28.9% | -63.2% | +92.2% | +57.2% |
| 10Y | +746.5% | +48.7% | +697.7% | +559.4% |
| All | +746.5% | +46.8% | +699.7% | +559.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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