+46,456.9%
ODFL vs STLD
+8,684.3%
+37,772.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | -6.3% | +3.1% | -9.4% | -7.1% |
| 30D | -13.6% | -9.0% | -4.6% | -11.5% |
| 3M | -24.2% | -12.4% | -11.8% | -21.8% |
| 6M | -13.8% | +25.5% | -39.3% | -19.7% |
| YTD | +19.0% | +43.6% | -24.6% | +6.7% |
| 1Y | +25.7% | +87.2% | -61.5% | +4.5% |
| 3Y | -13.1% | +135.2% | -148.4% | -32.6% |
| 5Y | +26.7% | +290.9% | -264.2% | -16.5% |
| 10Y | +721.5% | +1,113.5% | -392.0% | +274.9% |
| All | +46,456.9% | +8,684.3% | +37,772.6% | +12,614.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling