+723.3%
ODFL vs STZ
-10.3%
+733.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.6% | -1.4% |
| 7D | -2.8% | -4.1% | +1.3% | -1.4% |
| 30D | -13.7% | -7.6% | -6.1% | -11.5% |
| 3M | -23.4% | -12.3% | -11.1% | -20.0% |
| 6M | -7.2% | -16.3% | +9.1% | -1.7% |
| YTD | +15.6% | -8.4% | +24.0% | +17.7% |
| 1Y | +24.2% | -10.8% | +35.0% | +27.5% |
| 3Y | -12.8% | -49.0% | +36.2% | +7.6% |
| 5Y | +27.1% | -36.5% | +63.6% | +44.9% |
| All | +723.3% | -10.3% | +733.6% | +766.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded STZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling