+3,781.0%
SHOP vs ODFL
+559.8%
+3,221.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.8% |
| 7D | -1.2% | +5.8% | -7.1% | -4.4% |
| 30D | -14.7% | -5.3% | -9.4% | -12.4% |
| 3M | -7.2% | -19.0% | +11.8% | +4.1% |
| 6M | +54.2% | -7.5% | +61.7% | +58.6% |
| YTD | -8.6% | +11.8% | -20.4% | -19.2% |
| 1Y | +0.5% | +29.7% | -29.1% | -19.5% |
| 3Y | +135.9% | -9.1% | +145.1% | +125.1% |
| 5Y | -11.9% | +0.2% | -12.1% | -23.9% |
| All | +3,781.0% | +559.8% | +3,221.2% | +1,210.3% |
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