+0.8%
SCHW vs ODFL
+32.0%
-31.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.5% |
| 7D | +5.2% | +3.5% | +1.7% | +5.1% |
| 30D | -4.7% | 0.0% | -4.7% | -4.7% |
| 3M | -11.9% | -18.1% | +6.1% | -11.5% |
| 6M | +2.7% | -6.4% | +9.1% | +1.7% |
| YTD | -5.6% | +14.9% | -20.5% | -11.8% |
| 1Y | +0.8% | +27.7% | -26.9% | -8.1% |
| All | +0.8% | +32.0% | -31.2% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling