+729.7%
ODFL vs STZ
-12.0%
+741.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.9% |
| 7D | -3.0% | -6.0% | +3.0% | -0.9% |
| 30D | -14.3% | -8.9% | -5.4% | -11.6% |
| 3M | -26.7% | -12.6% | -14.2% | -23.5% |
| 6M | -7.5% | -17.2% | +9.7% | -1.7% |
| YTD | +16.5% | -10.0% | +26.6% | +19.5% |
| 1Y | +23.5% | -14.3% | +37.8% | +28.7% |
| 3Y | -12.1% | -49.9% | +37.8% | +9.2% |
| 5Y | +28.9% | -38.2% | +67.1% | +48.4% |
| All | +729.7% | -12.0% | +741.7% | +779.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling