+15,151.3%
SPGI vs ODFL
+29,953.1%
-14,801.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.2% |
| 7D | -1.4% | -5.0% | +3.6% | -0.7% |
| 30D | +15.3% | -6.3% | +21.5% | +16.3% |
| 3M | +16.5% | -18.5% | +35.0% | +19.8% |
| 6M | +19.8% | -12.4% | +32.2% | +21.6% |
| YTD | -3.2% | +9.2% | -12.4% | -5.3% |
| 1Y | +1.8% | +23.0% | -21.2% | -2.2% |
| 3Y | +30.6% | -11.6% | +42.2% | +29.7% |
| 5Y | +16.0% | +0.1% | +15.9% | +12.1% |
| 10Y | +338.6% | +550.8% | -212.3% | +232.5% |
| All | +15,151.3% | +29,953.1% | -14,801.8% | +8,327.3% |
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 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