+5,293.3%
SO vs ODFL
+30,157.5%
-24,864.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.5% |
| 7D | -0.9% | +0.6% | -1.6% | -1.0% |
| 30D | +4.9% | -6.3% | +11.2% | +5.2% |
| 3M | +0.8% | -19.1% | +19.9% | +1.6% |
| 6M | +0.6% | -9.9% | +10.5% | +0.9% |
| YTD | +8.7% | +9.9% | -1.3% | +7.9% |
| 1Y | +4.0% | +24.4% | -20.4% | +2.7% |
| 3Y | +50.6% | -11.0% | +61.6% | +50.0% |
| 5Y | +77.5% | -1.4% | +78.9% | +75.1% |
| 10Y | +192.0% | +555.3% | -363.3% | +168.7% |
| All | +5,293.3% | +30,157.5% | -24,864.2% | +4,560.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling