+74.6%
SAP vs ODFL
-2.0%
+76.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -1.2% |
| 7D | +1.5% | -5.4% | +6.9% | +2.8% |
| 30D | +8.8% | -7.7% | +16.5% | +10.7% |
| 3M | +12.1% | -20.8% | +32.9% | +18.0% |
| 6M | +34.6% | -15.0% | +49.6% | +39.1% |
| YTD | -2.1% | +7.6% | -9.7% | -5.6% |
| 1Y | -5.5% | +22.7% | -28.3% | -12.1% |
| 3Y | +67.4% | -12.9% | +80.3% | +64.0% |
| 5Y | +74.6% | -0.1% | +74.6% | +47.0% |
| All | +74.6% | -2.0% | +76.6% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling