+575.8%
SPMO vs ODFL
+804.9%
-229.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.7% |
| 7D | +2.7% | -3.0% | +5.7% | +3.6% |
| 30D | +1.1% | -14.3% | +15.3% | +5.5% |
| 3M | +2.0% | -26.7% | +28.8% | +11.1% |
| 6M | +26.5% | -7.5% | +34.0% | +28.1% |
| YTD | +26.5% | +16.5% | +10.0% | +18.6% |
| 1Y | +27.9% | +23.5% | +4.4% | +17.2% |
| 3Y | +160.4% | -12.1% | +172.5% | +156.3% |
| 5Y | +151.5% | +28.9% | +122.6% | +109.3% |
| 10Y | +526.3% | +746.5% | -220.1% | +240.9% |
| All | +575.8% | +804.9% | -229.1% | +266.6% |
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