+57.9%
SO vs ODFL
+25.9%
+31.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.6% |
| 7D | 0.0% | -3.0% | +3.0% | +0.2% |
| 30D | -2.5% | -14.3% | +11.8% | -1.6% |
| 3M | -4.2% | -26.7% | +22.6% | -2.4% |
| 6M | -7.7% | -7.5% | -0.2% | -7.4% |
| YTD | +3.8% | +16.5% | -12.7% | +2.3% |
| 1Y | +0.1% | +23.5% | -23.5% | -1.9% |
| 3Y | +44.2% | -12.1% | +56.3% | +43.6% |
| 5Y | +57.9% | +28.9% | +28.9% | +42.1% |
| All | +57.9% | +25.9% | +31.9% | +42.1% |
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