+3,764.6%
ODFL vs STLA
+263.8%
+3,500.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -6.3% | +2.6% | -8.9% | -6.8% |
| 30D | -13.6% | -1.2% | -12.4% | -13.5% |
| 3M | -24.2% | -24.8% | +0.6% | -19.7% |
| 6M | -13.8% | -25.6% | +11.8% | -8.8% |
| YTD | +19.0% | -48.9% | +68.0% | +35.0% |
| 1Y | +25.7% | -38.8% | +64.4% | +36.5% |
| 3Y | -13.1% | -64.5% | +51.4% | +2.8% |
| 5Y | +26.7% | -62.4% | +89.1% | +45.8% |
| 10Y | +721.5% | +55.4% | +666.1% | +655.8% |
| All | +3,764.6% | +263.8% | +3,500.8% | +3,639.8% |
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