+11.1%
SMR vs ODFL
+22.9%
-11.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.6% | +14.6% | +15.1% |
| 7D | +21.4% | +0.2% | +21.2% | +21.4% |
| 30D | +13.8% | -13.4% | +27.3% | +17.8% |
| 3M | +3.9% | -24.2% | +28.1% | +10.6% |
| 6M | -4.2% | -3.3% | -0.9% | -4.6% |
| YTD | -21.1% | +19.8% | -40.9% | -25.8% |
| 1Y | -67.1% | +24.5% | -91.6% | -69.4% |
| 3Y | +88.9% | -9.6% | +98.5% | +83.7% |
| All | +11.1% | +22.9% | -11.8% | +3.0% |
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