+551.9%
SLB vs ODFL
+29,953.1%
-29,401.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.9% |
| 7D | -1.2% | -5.0% | +3.8% | -0.5% |
| 30D | +4.5% | -6.3% | +10.8% | +5.3% |
| 3M | -4.6% | -18.5% | +13.9% | -2.0% |
| 6M | -6.3% | -12.4% | +6.1% | -4.8% |
| YTD | +35.0% | +9.2% | +25.8% | +32.6% |
| 1Y | +38.8% | +23.0% | +15.8% | +34.1% |
| 3Y | +3.3% | -11.6% | +14.9% | +3.6% |
| 5Y | +73.6% | +0.1% | +73.5% | +68.8% |
| 10Y | -14.2% | +550.8% | -565.1% | -32.8% |
| All | +551.9% | +29,953.1% | -29,401.2% | +295.7% |
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