-0.9%
SO vs ODFL
+28.2%
-29.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.2% | -6.3% | +6.1% | -0.2% |
| 30D | -4.6% | -13.6% | +9.0% | -4.6% |
| 3M | -3.0% | -24.2% | +21.1% | -3.1% |
| 6M | -8.3% | -13.8% | +5.5% | -8.0% |
| YTD | +3.5% | +19.0% | -15.5% | +5.3% |
| 1Y | -0.9% | +25.7% | -26.6% | +0.7% |
| All | -0.9% | +28.2% | -29.1% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling