+2,435.9%
SAP vs ODFL
+37,977.7%
-35,541.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -1.3% |
| 7D | +1.5% | -5.4% | +6.9% | +2.2% |
| 30D | +8.8% | -7.7% | +16.5% | +9.9% |
| 3M | +12.1% | -20.8% | +32.9% | +15.5% |
| 6M | +34.6% | -15.0% | +49.6% | +37.2% |
| YTD | -2.1% | +7.6% | -9.7% | -3.8% |
| 1Y | -5.5% | +22.7% | -28.3% | -8.8% |
| 3Y | +67.4% | -12.9% | +80.3% | +66.7% |
| 5Y | +74.6% | -0.1% | +74.6% | +69.0% |
| 10Y | +224.0% | +550.4% | -326.4% | +150.9% |
| All | +2,435.9% | +37,977.7% | -35,541.8% | +1,412.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling