+746.5%
ODFL vs STT
+262.1%
+484.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -3.0% | +1.0% | -4.0% | -3.5% |
| 30D | -14.3% | +2.8% | -17.0% | -15.3% |
| 3M | -26.7% | +18.1% | -44.9% | -32.2% |
| 6M | -7.5% | +59.2% | -66.7% | -25.0% |
| YTD | +16.5% | +51.5% | -34.9% | -3.4% |
| 1Y | +23.5% | +75.7% | -52.1% | -4.2% |
| 3Y | -12.1% | +200.8% | -212.8% | -45.9% |
| 5Y | +28.9% | +155.8% | -126.9% | -18.0% |
| 10Y | +746.5% | +266.4% | +480.1% | +324.6% |
| All | +746.5% | +262.1% | +484.4% | +324.6% |
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