+33,922.3%
ODFL vs STT
+4,934.8%
+28,987.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -6.3% | +0.5% | -6.8% | -6.4% |
| 30D | -13.6% | +3.9% | -17.4% | -14.7% |
| 3M | -24.2% | +20.0% | -44.1% | -28.7% |
| 6M | -13.8% | +55.3% | -69.1% | -25.2% |
| YTD | +19.0% | +53.3% | -34.3% | +3.7% |
| 1Y | +25.7% | +74.7% | -49.0% | +4.9% |
| 3Y | -13.1% | +205.8% | -219.0% | -39.2% |
| 5Y | +26.7% | +145.0% | -118.3% | -6.8% |
| 10Y | +721.5% | +266.0% | +455.5% | +411.4% |
| All | +33,922.3% | +4,934.8% | +28,987.5% | +12,490.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling