+0.5%
SHOP vs ODFL
+27.3%
-26.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.2% |
| 7D | -1.2% | +5.8% | -7.1% | -2.4% |
| 30D | -14.7% | -5.3% | -9.4% | -13.9% |
| 3M | -7.2% | -19.0% | +11.8% | -3.3% |
| 6M | +54.2% | -7.5% | +61.7% | +57.0% |
| YTD | -8.6% | +11.8% | -20.4% | -12.6% |
| 1Y | +0.5% | +29.7% | -29.1% | -6.8% |
| All | +0.5% | +27.3% | -26.7% | -6.8% |
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 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