-14.4%
SMR vs ODFL
+18.2%
-32.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.4% | -15.2% | -15.6% |
| 7D | -11.2% | -3.3% | -8.0% | -10.5% |
| 30D | -10.2% | -15.3% | +5.1% | -6.5% |
| 3M | -10.0% | -27.3% | +17.3% | -3.2% |
| 6M | -30.5% | -4.5% | -26.0% | -30.5% |
| YTD | -39.2% | +15.1% | -54.4% | -42.3% |
| 1Y | -75.5% | +21.1% | -96.6% | -77.1% |
| 3Y | +45.4% | -14.1% | +59.5% | +43.1% |
| All | -14.4% | +18.2% | -32.6% | -19.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling