+19.0%
SPGI vs ODFL
-11.6%
+30.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | -2.5% | +0.2% | -2.6% | -2.5% |
| 30D | +5.4% | -13.4% | +18.8% | +7.9% |
| 3M | +9.0% | -24.2% | +33.2% | +14.0% |
| 6M | +0.8% | -3.3% | +4.1% | +0.4% |
| YTD | -12.6% | +19.8% | -32.3% | -16.8% |
| 1Y | -16.1% | +24.5% | -40.7% | -21.0% |
| 3Y | +19.0% | -9.6% | +28.6% | +15.6% |
| All | +19.0% | -11.6% | +30.6% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling