-15.7%
SHOP vs ODFL
+25.9%
-41.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -3.9% |
| 7D | -10.6% | -3.0% | -7.6% | -9.0% |
| 30D | -18.3% | -14.3% | -4.0% | -10.6% |
| 3M | +14.8% | -26.7% | +41.6% | +36.9% |
| 6M | -5.0% | -7.5% | +2.5% | -3.1% |
| YTD | -21.2% | +16.5% | -37.8% | -32.2% |
| 1Y | -11.6% | +23.5% | -35.1% | -27.5% |
| 3Y | +101.2% | -12.1% | +113.3% | +96.9% |
| 5Y | -15.7% | +28.9% | -44.6% | -41.1% |
| All | -15.7% | +25.9% | -41.6% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling