+72.5%
SMR vs ODFL
-13.4%
+85.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.3% |
| 7D | +4.7% | -2.8% | +7.5% | +5.7% |
| 30D | +3.2% | -13.7% | +16.9% | +8.0% |
| 3M | +9.9% | -23.4% | +33.3% | +18.4% |
| 6M | -15.1% | -7.2% | -8.0% | -14.8% |
| YTD | -27.9% | +15.6% | -43.6% | -33.3% |
| 1Y | -70.2% | +24.2% | -94.4% | -73.3% |
| All | +72.5% | -13.4% | +85.8% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling