+40,499.4%
SBUX vs ODFL
+29,761.2%
+10,738.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.6% |
| 7D | -6.3% | -3.0% | -3.2% | -5.9% |
| 30D | -3.9% | -14.3% | +10.4% | -1.8% |
| 3M | +3.3% | -26.7% | +30.0% | +7.7% |
| 6M | +1.4% | -7.5% | +8.9% | +2.1% |
| YTD | +21.0% | +16.5% | +4.4% | +17.6% |
| 1Y | +22.4% | +23.5% | -1.1% | +17.9% |
| 3Y | +13.2% | -12.1% | +25.3% | +12.9% |
| 5Y | -5.2% | +28.9% | -34.1% | -11.0% |
| 10Y | +128.3% | +746.5% | -618.1% | +69.5% |
| All | +40,499.4% | +29,761.2% | +10,738.2% | +22,481.7% |
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