+592.4%
ODFL vs STLD
+779.4%
-187.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.1% | +1.5% | +2.9% |
| 7D | -3.0% | -9.7% | +6.6% | +0.4% |
| 30D | -6.1% | -4.5% | -1.5% | -4.7% |
| 3M | -20.9% | -13.1% | -7.8% | -17.5% |
| 6M | -13.6% | -2.8% | -10.8% | -13.9% |
| YTD | +9.4% | +35.3% | -25.9% | -3.2% |
| 1Y | +22.9% | +51.4% | -28.5% | +4.5% |
| 3Y | -9.8% | +117.9% | -127.7% | -33.0% |
| 5Y | -0.4% | +272.6% | -272.9% | -39.3% |
| 10Y | +592.4% | +782.2% | -189.8% | +200.3% |
| All | +592.4% | +779.4% | -187.0% | +200.3% |
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