+2,993.7%
SHOP vs ODFL
+742.1%
+2,251.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +2.0% |
| 7D | -11.2% | -3.3% | -8.0% | -9.5% |
| 30D | -14.4% | -15.3% | +0.9% | -5.8% |
| 3M | +16.6% | -27.3% | +43.9% | +39.4% |
| 6M | -0.6% | -4.5% | +3.9% | -0.3% |
| YTD | -20.0% | +15.1% | -35.1% | -29.9% |
| 1Y | -11.2% | +21.1% | -32.3% | -25.2% |
| 3Y | +99.5% | -14.1% | +113.6% | +99.8% |
| 5Y | -13.2% | +26.6% | -39.8% | -33.5% |
| All | +2,993.7% | +742.1% | +2,251.5% | +982.8% |
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