+135.9%
SHOP vs ODFL
-9.1%
+145.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.5% |
| 7D | -1.2% | +5.8% | -7.1% | -3.6% |
| 30D | -14.7% | -5.3% | -9.4% | -13.0% |
| 3M | -7.2% | -19.0% | +11.8% | +1.2% |
| 6M | +54.2% | -7.5% | +61.7% | +57.6% |
| YTD | -8.6% | +11.8% | -20.4% | -17.5% |
| 1Y | +0.5% | +29.7% | -29.1% | -16.5% |
| 3Y | +135.9% | -9.1% | +145.1% | +122.5% |
| All | +135.9% | -9.1% | +145.1% | +122.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling