-4.9%
SHOP vs ODFL
+32.0%
-36.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.4% | +7.1% |
| 7D | -9.0% | +3.5% | -12.5% | -9.7% |
| 30D | -4.4% | 0.0% | -4.4% | -4.6% |
| 3M | +24.1% | -18.1% | +42.2% | +29.1% |
| 6M | +20.0% | -6.4% | +26.4% | +21.6% |
| YTD | -4.9% | +14.9% | -19.8% | -10.9% |
| 1Y | -4.9% | +27.7% | -32.6% | -13.2% |
| All | -4.9% | +32.0% | -36.9% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling