+3,529.0%
ODFL vs STLA
+150.0%
+3,379.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | +5.8% | -13.8% | +19.6% | +9.0% |
| 30D | -5.3% | -10.5% | +5.2% | -3.6% |
| 3M | -19.0% | -28.9% | +9.9% | -13.8% |
| 6M | -7.5% | -49.7% | +42.3% | +5.6% |
| YTD | +11.8% | -64.9% | +76.7% | +36.1% |
| 1Y | +29.7% | -64.0% | +93.7% | +56.9% |
| 3Y | -9.1% | -77.4% | +68.3% | +17.4% |
| 5Y | +0.2% | -74.4% | +74.7% | +24.2% |
| 10Y | +566.3% | -6.4% | +572.6% | +567.3% |
| All | +3,529.0% | +150.0% | +3,379.1% | +3,670.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling