+196.4%
SO vs ODFL
+559.8%
-363.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.0% |
| 7D | +1.4% | +5.8% | -4.5% | +0.6% |
| 30D | +4.7% | -5.3% | +10.0% | +5.4% |
| 3M | +1.7% | -19.0% | +20.7% | +4.3% |
| 6M | +2.2% | -7.5% | +9.6% | +2.7% |
| YTD | +10.0% | +11.8% | -1.8% | +7.2% |
| 1Y | +6.0% | +29.7% | -23.6% | +1.1% |
| 3Y | +54.1% | -9.1% | +63.3% | +51.0% |
| 5Y | +79.6% | +0.2% | +79.4% | +68.6% |
| All | +196.4% | +559.8% | -363.3% | +128.8% |
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