-12.6%
ODFL vs STT
+206.4%
-219.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.6% |
| 3M | -24.2% | +20.0% | -44.1% | -32.5% |
| 6M | -13.8% | +55.3% | -69.1% | -34.5% |
| YTD | +19.0% | +53.3% | -34.3% | -9.2% |
| 1Y | +25.7% | +74.7% | -49.0% | -11.7% |
| All | -12.6% | +206.4% | -219.0% | -55.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling