-14.8%
ODFL vs STLD
+105.6%
-120.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.5% |
| 7D | -4.4% | -11.1% | +6.7% | +0.6% |
| 30D | -6.1% | -4.8% | -1.3% | -4.3% |
| 3M | -21.9% | -14.6% | -7.3% | -16.8% |
| 6M | -17.6% | -7.4% | -10.2% | -16.3% |
| YTD | +5.6% | +32.6% | -26.9% | -11.4% |
| 1Y | +20.5% | +47.3% | -26.8% | -4.2% |
| 3Y | -14.8% | +107.5% | -122.3% | -44.2% |
| All | -14.8% | +105.6% | -120.5% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling