+23,241.5%
ODFL vs STZ
+10,953.7%
+12,287.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.3% | +0.6% |
| 7D | +0.6% | 0.0% | +0.6% | +0.7% |
| 30D | -6.3% | +14.7% | -21.0% | -8.7% |
| 3M | -19.1% | +8.8% | -27.9% | -20.6% |
| 6M | -9.9% | +3.1% | -13.0% | -10.8% |
| YTD | +9.9% | +7.9% | +2.1% | +7.8% |
| 1Y | +24.4% | +14.2% | +10.2% | +20.7% |
| 3Y | -11.0% | -35.2% | +24.2% | -5.1% |
| 5Y | -1.4% | -29.6% | +28.2% | +3.7% |
| 10Y | +555.3% | +12.2% | +543.1% | +530.7% |
| All | +23,241.5% | +10,953.7% | +12,287.8% | +18,660.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling