+236.6%
SAP vs ODFL
+559.8%
-323.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | -0.1% |
| 7D | +0.6% | +5.8% | -5.2% | -1.1% |
| 30D | +6.5% | -5.3% | +11.9% | +8.0% |
| 3M | +12.2% | -19.0% | +31.2% | +19.1% |
| 6M | +46.1% | -7.5% | +53.5% | +48.4% |
| YTD | -1.6% | +11.8% | -13.4% | -7.2% |
| 1Y | -5.1% | +29.7% | -34.8% | -14.8% |
| 3Y | +68.4% | -9.1% | +77.5% | +61.9% |
| 5Y | +79.4% | +0.2% | +79.2% | +59.4% |
| All | +236.6% | +559.8% | -323.2% | +62.6% |
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