+3,036.2%
SPY vs ODFL
+21,199.0%
-18,162.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.0% | -0.6% |
| 7D | +2.6% | +5.8% | -3.2% | +1.9% |
| 30D | -2.0% | -5.3% | +3.4% | -1.4% |
| 3M | -2.8% | -19.0% | +16.2% | -0.3% |
| 6M | +2.1% | -7.5% | +9.6% | +2.8% |
| YTD | +11.5% | +11.8% | -0.3% | +9.1% |
| 1Y | +13.5% | +29.7% | -16.2% | +8.9% |
| 3Y | +77.7% | -9.1% | +86.8% | +76.3% |
| 5Y | +72.6% | +0.2% | +72.4% | +67.7% |
| 10Y | +308.2% | +566.3% | -258.1% | +222.2% |
| All | +3,036.2% | +21,199.0% | -18,162.8% | +1,817.8% |
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