+25.7%
ODFL vs STT
+75.3%
-49.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -6.3% | +0.5% | -6.8% | -6.5% |
| 30D | -13.6% | +3.9% | -17.4% | -15.2% |
| 3M | -24.2% | +20.0% | -44.1% | -31.6% |
| 6M | -13.8% | +55.3% | -69.1% | -32.8% |
| YTD | +19.0% | +53.3% | -34.3% | -6.8% |
| 1Y | +25.7% | +74.7% | -49.0% | -5.7% |
| All | +25.7% | +75.3% | -49.6% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling