-66.3%
SE vs ODFL
+25.9%
-92.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -2.9% |
| 7D | -3.6% | -3.0% | -0.6% | -2.3% |
| 30D | -5.3% | -14.3% | +9.0% | +0.8% |
| 3M | +28.1% | -26.7% | +54.8% | +45.1% |
| 6M | +20.7% | -7.5% | +28.1% | +21.7% |
| YTD | -14.8% | +16.5% | -31.3% | -24.7% |
| 1Y | -43.6% | +23.5% | -67.1% | -52.0% |
| 3Y | +184.2% | -12.1% | +196.3% | +165.2% |
| 5Y | -66.3% | +28.9% | -95.2% | -76.8% |
| All | -66.3% | +25.9% | -92.2% | -76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling