+210.0%
SHEL vs ODFL
+742.1%
-532.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.9% |
| 7D | +4.1% | -3.3% | +7.4% | +4.9% |
| 30D | +8.4% | -15.3% | +23.7% | +12.3% |
| 3M | +13.7% | -27.3% | +41.0% | +21.7% |
| 6M | +12.7% | -4.5% | +17.2% | +12.5% |
| YTD | +35.3% | +15.1% | +20.2% | +28.0% |
| 1Y | +39.4% | +21.1% | +18.3% | +29.6% |
| 3Y | +71.5% | -14.1% | +85.6% | +68.5% |
| 5Y | +195.0% | +26.6% | +168.4% | +141.8% |
| All | +210.0% | +742.1% | -532.1% | +33.4% |
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