+589.4%
SE vs ODFL
+422.2%
+167.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -6.1% | -6.3% | +0.2% | -3.2% |
| 30D | -2.5% | -13.6% | +11.1% | +4.3% |
| 3M | +21.7% | -24.2% | +45.9% | +37.6% |
| 6M | +27.0% | -13.8% | +40.8% | +32.9% |
| YTD | -12.1% | +19.0% | -31.2% | -23.7% |
| 1Y | -40.9% | +25.7% | -66.6% | -50.7% |
| 3Y | +191.0% | -13.1% | +204.1% | +174.3% |
| 5Y | -68.3% | +26.7% | -94.9% | -77.2% |
| All | +589.4% | +422.2% | +167.2% | +133.7% |
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 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