+562.3%
SE vs ODFL
+407.2%
+155.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.2% | -0.6% |
| 7D | -4.8% | -2.8% | -2.0% | -3.4% |
| 30D | -18.1% | -13.7% | -4.5% | -12.3% |
| 3M | +30.6% | -23.4% | +54.0% | +46.9% |
| 6M | +20.8% | -7.2% | +27.9% | +21.9% |
| YTD | -15.6% | +15.6% | -31.2% | -25.6% |
| 1Y | -44.2% | +24.2% | -68.4% | -53.2% |
| 3Y | +181.5% | -12.8% | +194.3% | +163.2% |
| 5Y | -66.9% | +27.1% | -94.0% | -76.3% |
| All | +562.3% | +407.2% | +155.1% | +127.8% |
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