+25,173.7%
ODFL vs STZ
+9,621.1%
+15,552.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -6.3% | -1.9% | -4.4% | -5.9% |
| 30D | -13.6% | -1.9% | -11.7% | -13.4% |
| 3M | -24.2% | -6.2% | -17.9% | -23.4% |
| 6M | -13.8% | -14.0% | +0.2% | -11.6% |
| YTD | +19.0% | -5.1% | +24.2% | +19.7% |
| 1Y | +25.7% | -9.6% | +35.2% | +27.4% |
| 3Y | -13.1% | -47.2% | +34.1% | -3.7% |
| 5Y | +26.7% | -33.6% | +60.2% | +35.1% |
| 10Y | +721.5% | -9.8% | +731.3% | +720.6% |
| All | +25,173.7% | +9,621.1% | +15,552.6% | +20,737.2% |
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