-9.6%
ODFL vs STZ
-50.3%
+40.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.6% | +6.2% | +2.3% |
| 7D | +0.2% | -7.4% | +7.5% | +2.4% |
| 30D | -13.4% | -10.9% | -2.5% | -10.6% |
| 3M | -24.2% | -13.4% | -10.7% | -21.1% |
| 6M | -3.3% | -16.2% | +12.9% | +1.5% |
| YTD | +19.8% | -10.4% | +30.2% | +22.2% |
| 1Y | +24.5% | -14.8% | +39.3% | +28.9% |
| 3Y | -9.6% | -50.1% | +40.5% | +2.7% |
| All | -9.6% | -50.3% | +40.7% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling