+154.8%
SO vs ODFL
+745.7%
-590.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -1.1% | -2.8% | +1.7% | -0.8% |
| 30D | -3.7% | -13.7% | +9.9% | -2.0% |
| 3M | -5.9% | -23.4% | +17.5% | -2.9% |
| 6M | -7.3% | -7.2% | -0.2% | -6.9% |
| YTD | +3.1% | +15.6% | -12.5% | +0.2% |
| 1Y | -1.0% | +24.2% | -25.2% | -4.9% |
| 3Y | +43.2% | -12.8% | +56.0% | +41.8% |
| 5Y | +59.1% | +27.1% | +32.0% | +42.3% |
| All | +154.8% | +745.7% | -590.9% | +101.0% |
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 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