-40.8%
SOFI vs ODFL
+32.0%
-72.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.7% | +3.4% |
| 7D | +1.4% | +3.5% | -2.1% | +0.4% |
| 30D | +9.2% | 0.0% | +9.2% | +9.0% |
| 3M | -7.1% | -18.1% | +11.0% | -2.0% |
| 6M | +7.3% | -6.4% | +13.7% | +8.7% |
| YTD | -33.6% | +14.9% | -48.5% | -36.1% |
| 1Y | -40.8% | +27.7% | -68.5% | -44.7% |
| All | -40.8% | +32.0% | -72.8% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling