+28.0%
ODFL vs STT
+150.3%
-122.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.2% |
| 7D | +0.2% | +2.2% | -2.0% | -1.0% |
| 30D | -13.4% | +3.9% | -17.3% | -15.2% |
| 3M | -24.2% | +19.2% | -43.3% | -31.1% |
| 6M | -3.3% | +60.4% | -63.7% | -24.6% |
| YTD | +19.8% | +51.5% | -31.7% | -3.8% |
| 1Y | +24.5% | +76.3% | -51.8% | -7.6% |
| 3Y | -9.6% | +200.7% | -210.4% | -48.3% |
| 5Y | +28.0% | +157.5% | -129.4% | -25.1% |
| All | +28.0% | +150.3% | -122.3% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling