+735.3%
ODFL vs STLD
+1,072.4%
-337.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +0.2% | +2.7% | -2.5% | -0.8% |
| 30D | -13.4% | -8.4% | -5.0% | -11.0% |
| 3M | -24.2% | -9.9% | -14.3% | -21.9% |
| 6M | -3.3% | +33.0% | -36.3% | -13.6% |
| YTD | +19.8% | +42.6% | -22.8% | +4.4% |
| 1Y | +24.5% | +80.8% | -56.2% | -0.4% |
| 3Y | -9.6% | +143.4% | -153.1% | -35.1% |
| 5Y | +28.0% | +293.4% | -265.4% | -23.4% |
| 10Y | +735.3% | +1,080.4% | -345.2% | +229.1% |
| All | +735.3% | +1,072.4% | -337.1% | +229.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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