+15,102.5%
SPGI vs ODFL
+30,665.2%
-15,562.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.8% |
| 7D | +1.2% | +5.8% | -4.6% | +0.4% |
| 30D | +15.9% | -5.3% | +21.2% | +16.8% |
| 3M | +12.3% | -19.0% | +31.3% | +15.6% |
| 6M | +23.7% | -7.5% | +31.2% | +24.5% |
| YTD | -3.5% | +11.8% | -15.3% | -6.0% |
| 1Y | +0.4% | +29.7% | -29.2% | -4.3% |
| 3Y | +29.9% | -9.1% | +39.0% | +28.5% |
| 5Y | +15.2% | +0.2% | +15.0% | +11.3% |
| 10Y | +337.2% | +566.3% | -229.1% | +230.3% |
| All | +15,102.5% | +30,665.2% | -15,562.7% | +8,271.6% |
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 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