+5.1%
SPGI vs ODFL
+27.3%
-22.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | -2.5% | +0.2% | -2.6% | -2.5% |
| 30D | +5.4% | -13.4% | +18.8% | +9.3% |
| 3M | +9.0% | -24.2% | +33.2% | +16.7% |
| 6M | +0.8% | -3.3% | +4.1% | +0.4% |
| YTD | -12.6% | +19.8% | -32.3% | -18.7% |
| 1Y | -16.1% | +24.5% | -40.7% | -23.2% |
| 3Y | +19.0% | -9.6% | +28.6% | +15.6% |
| 5Y | +5.1% | +28.0% | -23.0% | -15.4% |
| All | +5.1% | +27.3% | -22.2% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling