+14,136.9%
SPGI vs ODFL
+32,662.3%
-18,525.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | +0.1% | -6.3% | +6.4% | +1.0% |
| 30D | +8.4% | -13.6% | +22.0% | +10.6% |
| 3M | +11.8% | -24.2% | +36.0% | +16.1% |
| 6M | +5.7% | -13.8% | +19.5% | +7.4% |
| YTD | -9.7% | +19.0% | -28.7% | -12.6% |
| 1Y | -12.5% | +25.7% | -38.1% | -16.2% |
| 3Y | +21.8% | -13.1% | +34.9% | +21.3% |
| 5Y | +8.2% | +26.7% | -18.5% | +1.3% |
| 10Y | +309.5% | +721.5% | -412.0% | +201.7% |
| All | +14,136.9% | +32,662.3% | -18,525.4% | +7,677.2% |
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