+2,173.9%
SHEL vs ODFL
+32,863.2%
-30,689.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.5% |
| 7D | +1.9% | +0.2% | +1.8% | +1.9% |
| 30D | +8.7% | -13.4% | +22.1% | +10.2% |
| 3M | +11.0% | -24.2% | +35.1% | +13.9% |
| 6M | +14.6% | -3.3% | +17.9% | +14.5% |
| YTD | +33.3% | +19.8% | +13.5% | +29.9% |
| 1Y | +37.9% | +24.5% | +13.3% | +33.6% |
| 3Y | +69.7% | -9.6% | +79.4% | +68.2% |
| 5Y | +190.2% | +28.0% | +162.1% | +173.7% |
| 10Y | +197.0% | +735.3% | -538.3% | +134.9% |
| All | +2,173.9% | +32,863.2% | -30,689.3% | +1,289.7% |
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