+196.4%
SE vs ODFL
-10.3%
+206.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.0% |
| 7D | +0.6% | +0.2% | +0.4% | +0.6% |
| 30D | -0.1% | -13.4% | +13.3% | +2.0% |
| 3M | +34.1% | -24.2% | +58.3% | +39.8% |
| 6M | +23.2% | -3.3% | +26.5% | +22.6% |
| YTD | -11.2% | +19.8% | -30.9% | -15.7% |
| 1Y | -40.5% | +24.5% | -65.1% | -44.1% |
| All | +196.4% | -10.3% | +206.6% | +197.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling