+19,727.5%
SCHW vs ODFL
+31,724.5%
-11,997.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -2.8% | -2.8% | 0.0% | -2.3% |
| 30D | -0.1% | -13.7% | +13.6% | +2.6% |
| 3M | +20.6% | -23.4% | +43.9% | +26.2% |
| 6M | +15.9% | -7.2% | +23.1% | +16.5% |
| YTD | +8.5% | +15.6% | -7.1% | +4.3% |
| 1Y | +17.8% | +24.2% | -6.3% | +11.5% |
| 3Y | +88.5% | -12.8% | +101.3% | +86.8% |
| 5Y | +60.6% | +27.1% | +33.5% | +47.0% |
| 10Y | +298.0% | +739.9% | -441.9% | +165.0% |
| All | +19,727.5% | +31,724.5% | -11,997.1% | +8,790.1% |
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 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