+123.9%
SBUX vs ODFL
+742.1%
-618.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -5.5% | -3.3% | -2.2% | -4.5% |
| 30D | -8.5% | -15.3% | +6.8% | -3.9% |
| 3M | -2.9% | -27.3% | +24.4% | +6.5% |
| 6M | -1.5% | -4.5% | +3.0% | -1.4% |
| YTD | +19.4% | +15.1% | +4.2% | +11.9% |
| 1Y | +22.9% | +21.1% | +1.9% | +13.0% |
| 3Y | +11.3% | -14.1% | +25.4% | +9.8% |
| 5Y | -6.9% | +26.6% | -33.4% | -22.8% |
| All | +123.9% | +742.1% | -618.2% | +17.5% |
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