+546.0%
ODFL vs STZ
+13.4%
+532.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +5.8% | +2.6% | +3.3% | +4.9% |
| 30D | -5.3% | +15.2% | -20.5% | -10.2% |
| 3M | -19.0% | +7.6% | -26.6% | -21.5% |
| 6M | -7.5% | +5.3% | -12.7% | -10.0% |
| YTD | +11.8% | +8.6% | +3.1% | +6.7% |
| 1Y | +29.7% | +15.6% | +14.1% | +20.9% |
| 3Y | -9.1% | -35.2% | +26.0% | +2.9% |
| 5Y | +0.2% | -29.1% | +29.3% | +9.7% |
| All | +546.0% | +13.4% | +532.7% | +546.0% |
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