-9.1%
ODFL vs STLD
+119.8%
-129.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +3.1% |
| 7D | +5.8% | +2.9% | +2.9% | +4.3% |
| 30D | -5.3% | -5.6% | +0.2% | -3.3% |
| 3M | -19.0% | -11.7% | -7.2% | -15.0% |
| 6M | -7.5% | -2.8% | -4.7% | -8.3% |
| YTD | +11.8% | +36.4% | -24.7% | -7.6% |
| 1Y | +29.7% | +50.0% | -20.3% | +2.2% |
| 3Y | -9.1% | +122.3% | -131.5% | -43.9% |
| All | -9.1% | +119.8% | -129.0% | -43.9% |
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