-9.1%
ODFL vs SWK
+50.7%
-59.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +5.8% | -1.4% | +7.2% | +6.5% |
| 30D | -5.3% | +25.5% | -30.8% | -15.6% |
| 3M | -19.0% | +11.8% | -30.8% | -23.7% |
| 6M | -7.5% | +48.7% | -56.2% | -25.2% |
| YTD | +11.8% | +57.2% | -45.4% | -12.2% |
| 1Y | +29.7% | +75.3% | -45.6% | -3.4% |
| 3Y | -9.1% | +51.9% | -61.1% | -33.7% |
| All | -9.1% | +50.7% | -59.8% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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