+11.5%
SPMO vs ODFL
+32.0%
-20.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -8.9% | +3.5% | -12.4% | -9.2% |
| 30D | -13.8% | 0.0% | -13.8% | -13.9% |
| 3M | -12.5% | -18.1% | +5.6% | -10.6% |
| 6M | -1.5% | -6.4% | +4.9% | -0.6% |
| YTD | +11.3% | +14.9% | -3.6% | +10.2% |
| 1Y | +11.5% | +27.7% | -16.2% | +9.9% |
| All | +11.5% | +32.0% | -20.5% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling