+551.3%
SLB vs ODFL
+30,157.5%
-29,606.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +2.6% | +0.6% | +1.9% | +2.5% |
| 30D | +4.4% | -6.3% | +10.7% | +5.2% |
| 3M | -2.7% | -19.1% | +16.4% | +0.1% |
| 6M | -7.5% | -9.9% | +2.4% | -6.4% |
| YTD | +34.8% | +9.9% | +24.9% | +32.3% |
| 1Y | +44.6% | +24.4% | +20.2% | +39.5% |
| 3Y | +3.2% | -11.0% | +14.2% | +3.4% |
| 5Y | +73.6% | -1.4% | +75.0% | +69.1% |
| 10Y | -14.3% | +555.3% | -569.6% | -33.0% |
| All | +551.3% | +30,157.5% | -29,606.3% | +295.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling