+78.3%
SO vs ODFL
-0.6%
+78.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.2% |
| 7D | -0.1% | -5.4% | +5.3% | +0.2% |
| 30D | +8.7% | -7.7% | +16.3% | +9.2% |
| 3M | +3.4% | -20.8% | +24.2% | +4.8% |
| 6M | +3.7% | -15.0% | +18.8% | +4.6% |
| YTD | +10.0% | +7.6% | +2.4% | +8.9% |
| 1Y | +6.6% | +22.7% | -16.1% | +4.5% |
| 3Y | +52.5% | -12.9% | +65.4% | +51.3% |
| All | +78.3% | -0.6% | +78.9% | +68.2% |
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