-14.8%
ODFL vs SWK
+46.0%
-60.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.1% |
| 7D | -4.4% | +11.0% | -15.5% | -9.4% |
| 30D | -6.1% | +30.1% | -36.1% | -17.8% |
| 3M | -21.9% | +14.7% | -36.5% | -27.4% |
| 6M | -17.6% | +44.5% | -62.1% | -32.3% |
| YTD | +5.6% | +59.4% | -53.8% | -17.6% |
| 1Y | +20.5% | +77.5% | -57.0% | -10.7% |
| 3Y | -14.8% | +49.5% | -64.3% | -37.6% |
| All | -14.8% | +46.0% | -60.8% | -37.6% |
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