+5,039.0%
SO vs ODFL
+32,662.3%
-27,623.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -0.2% | -6.3% | +6.1% | +0.1% |
| 30D | -4.6% | -13.6% | +9.0% | -4.0% |
| 3M | -3.0% | -24.2% | +21.1% | -2.0% |
| 6M | -8.3% | -13.8% | +5.5% | -7.8% |
| YTD | +3.5% | +19.0% | -15.5% | +2.5% |
| 1Y | -0.9% | +25.7% | -26.6% | -2.2% |
| 3Y | +45.4% | -13.1% | +58.5% | +45.0% |
| 5Y | +59.6% | +26.7% | +33.0% | +55.9% |
| 10Y | +156.6% | +721.5% | -564.9% | +134.4% |
| All | +5,039.0% | +32,662.3% | -27,623.2% | +4,326.9% |
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