+1.5%
SMR vs ODFL
+18.7%
-17.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.4% |
| 7D | +4.7% | -2.8% | +7.5% | +5.5% |
| 30D | +3.2% | -13.7% | +16.9% | +6.9% |
| 3M | +9.9% | -23.4% | +33.3% | +16.6% |
| 6M | -15.1% | -7.2% | -8.0% | -14.6% |
| YTD | -27.9% | +15.6% | -43.6% | -31.7% |
| 1Y | -70.2% | +24.2% | -94.4% | -72.4% |
| 3Y | +72.5% | -12.8% | +85.2% | +69.2% |
| All | +1.5% | +18.7% | -17.2% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling