+282.9%
SPGI vs ODFL
+742.1%
-459.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -7.4% | -3.3% | -4.1% | -6.4% |
| 30D | +0.4% | -15.3% | +15.7% | +5.9% |
| 3M | +5.3% | -27.3% | +32.6% | +16.7% |
| 6M | +1.7% | -4.5% | +6.2% | +1.6% |
| YTD | -16.4% | +15.1% | -31.5% | -22.6% |
| 1Y | -20.5% | +21.1% | -41.6% | -28.2% |
| 3Y | +14.2% | -14.1% | +28.3% | +11.9% |
| 5Y | +0.6% | +26.6% | -26.0% | -20.3% |
| All | +282.9% | +742.1% | -459.3% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling