+31,321.3%
ODFL vs STT
+4,425.8%
+26,895.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +0.6% | +5.1% | -4.5% | -0.9% |
| 30D | -6.3% | -0.2% | -6.1% | -6.3% |
| 3M | -19.1% | -8.1% | -11.0% | -17.0% |
| 6M | -9.9% | +16.6% | -26.6% | -14.6% |
| YTD | +9.9% | +37.8% | -27.9% | -1.1% |
| 1Y | +24.4% | +46.8% | -22.4% | +9.8% |
| 3Y | -11.0% | +181.2% | -192.2% | -36.0% |
| 5Y | -1.4% | +105.1% | -106.6% | -23.3% |
| 10Y | +555.3% | +202.3% | +353.0% | +331.8% |
| All | +31,321.3% | +4,425.8% | +26,895.5% | +11,914.2% |
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