+517.6%
SPMO vs ODFL
+742.1%
-224.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -0.9% | -3.3% | +2.3% | 0.0% |
| 30D | -1.9% | -15.3% | +13.4% | +3.0% |
| 3M | -1.4% | -27.3% | +26.0% | +8.1% |
| 6M | +25.5% | -4.5% | +30.0% | +25.9% |
| YTD | +24.8% | +15.1% | +9.7% | +16.9% |
| 1Y | +24.5% | +21.1% | +3.4% | +14.1% |
| 3Y | +157.1% | -14.1% | +171.2% | +154.6% |
| 5Y | +149.5% | +26.6% | +122.9% | +104.6% |
| All | +517.6% | +742.1% | -224.5% | +204.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling