+171.3%
SAP vs ODFL
+745.7%
-574.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.8% | -1.3% |
| 7D | -5.1% | -2.8% | -2.3% | -4.3% |
| 30D | -1.8% | -13.7% | +11.9% | +2.5% |
| 3M | +20.9% | -23.4% | +44.3% | +30.3% |
| 6M | +7.0% | -7.2% | +14.2% | +8.4% |
| YTD | -13.7% | +15.6% | -29.4% | -19.1% |
| 1Y | -19.6% | +24.2% | -43.7% | -26.6% |
| 3Y | +52.4% | -12.8% | +65.2% | +49.5% |
| 5Y | +54.4% | +27.1% | +27.3% | +25.8% |
| All | +171.3% | +745.7% | -574.4% | +33.2% |
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