+235.4%
SAP vs ODFL
+548.9%
-313.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -3.9% | +0.6% | -4.5% | -4.1% |
| 30D | +6.5% | -6.3% | +12.8% | +8.3% |
| 3M | +14.7% | -19.1% | +33.8% | +21.7% |
| 6M | +39.9% | -9.9% | +49.9% | +43.3% |
| YTD | -2.0% | +9.9% | -11.9% | -7.0% |
| 1Y | -6.0% | +24.4% | -30.4% | -14.5% |
| 3Y | +67.7% | -11.0% | +78.7% | +62.3% |
| 5Y | +78.8% | -1.4% | +80.2% | +59.6% |
| All | +235.4% | +548.9% | -313.5% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 10y: compounded portfolio wealth divided by compounded ODFL 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…
10y analysis · Full analysis span regression · 6 months rolling