+550.8%
ODFL vs STT
+203.9%
+346.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +0.8% |
| 7D | -5.0% | +0.4% | -5.4% | -5.1% |
| 30D | -6.3% | -0.4% | -5.8% | -6.2% |
| 3M | -18.5% | -6.5% | -12.0% | -16.3% |
| 6M | -12.4% | +17.2% | -29.5% | -18.9% |
| YTD | +9.2% | +38.2% | -29.0% | -6.0% |
| 1Y | +23.0% | +49.3% | -26.3% | +2.4% |
| 3Y | -11.6% | +181.9% | -193.5% | -44.0% |
| 5Y | +0.1% | +106.9% | -106.8% | -30.5% |
| 10Y | +550.8% | +203.1% | +347.7% | +250.1% |
| All | +550.8% | +203.9% | +346.9% | +250.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling