-0.1%
ODFL vs SWK
-25.5%
+25.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.0% |
| 7D | -5.4% | +11.3% | -16.7% | -10.4% |
| 30D | -7.7% | +31.5% | -39.1% | -19.4% |
| 3M | -20.8% | +14.4% | -35.3% | -26.3% |
| 6M | -15.0% | +46.4% | -61.5% | -30.3% |
| YTD | +7.6% | +61.6% | -54.0% | -16.1% |
| 1Y | +22.7% | +78.7% | -56.0% | -8.8% |
| 3Y | -12.9% | +54.4% | -67.3% | -34.1% |
| 5Y | -0.1% | -25.3% | +25.2% | +0.9% |
| All | -0.1% | -25.5% | +25.4% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling