+0.1%
ODFL vs STZ
-28.3%
+28.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.8% |
| 7D | -5.0% | -0.9% | -4.0% | -4.6% |
| 30D | -6.3% | +14.9% | -21.2% | -11.4% |
| 3M | -18.5% | +8.4% | -26.9% | -21.5% |
| 6M | -12.4% | +2.8% | -15.2% | -14.1% |
| YTD | +9.2% | +7.5% | +1.7% | +3.9% |
| 1Y | +23.0% | +12.5% | +10.4% | +14.6% |
| 3Y | -11.6% | -35.4% | +23.8% | +1.4% |
| 5Y | +0.1% | -29.3% | +29.4% | +12.0% |
| All | +0.1% | -28.3% | +28.4% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling