+2,550.6%
SOXX vs ODFL
+40,337.0%
-37,786.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +1.4% | -3.3% | +4.7% | +2.6% |
| 30D | -3.6% | -15.3% | +11.7% | +2.3% |
| 3M | -10.2% | -27.3% | +17.2% | +0.2% |
| 6M | +54.2% | -4.5% | +58.7% | +55.6% |
| YTD | +75.2% | +15.1% | +60.1% | +63.7% |
| 1Y | +107.5% | +21.1% | +86.4% | +89.5% |
| 3Y | +226.8% | -14.1% | +240.9% | +228.9% |
| 5Y | +251.2% | +26.6% | +224.6% | +205.4% |
| 10Y | +1,567.6% | +736.4% | +831.3% | +691.5% |
| All | +2,550.6% | +40,337.0% | -37,786.4% | +391.1% |
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