-9.6%
ODFL vs STLA
-65.4%
+55.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.4% |
| 7D | +0.2% | +0.7% | -0.6% | -0.1% |
| 30D | -13.4% | -2.4% | -11.1% | -13.1% |
| 3M | -24.2% | -23.9% | -0.3% | -18.7% |
| 6M | -3.3% | -24.6% | +21.3% | +3.3% |
| YTD | +19.8% | -50.5% | +70.3% | +42.0% |
| 1Y | +24.5% | -39.8% | +64.4% | +38.4% |
| 3Y | -9.6% | -65.6% | +56.0% | +2.5% |
| All | -9.6% | -65.4% | +55.8% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling