+4,477.6%
SMCI vs ODFL
+4,274.1%
+203.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.4% | +7.7% | +7.5% |
| 7D | +1.3% | -3.3% | +4.6% | +2.8% |
| 30D | +6.6% | -15.3% | +21.9% | +14.4% |
| 3M | +25.4% | -27.3% | +52.8% | +43.3% |
| 6M | +26.1% | -4.5% | +30.6% | +29.0% |
| YTD | +37.0% | +15.1% | +21.9% | +29.4% |
| 1Y | -8.8% | +21.1% | -29.8% | -15.9% |
| 3Y | +44.6% | -14.1% | +58.7% | +47.0% |
| 5Y | +995.9% | +26.6% | +969.3% | +830.0% |
| 10Y | +1,801.4% | +736.4% | +1,065.0% | +644.6% |
| All | +4,477.6% | +4,274.1% | +203.5% | +813.6% |
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