+318.0%
SPYM vs ODFL
+742.1%
-424.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | -0.8% | -3.3% | +2.5% | +0.2% |
| 30D | -1.1% | -15.3% | +14.2% | +4.1% |
| 3M | +3.9% | -27.3% | +31.2% | +14.3% |
| 6M | +13.6% | -4.5% | +18.1% | +13.8% |
| YTD | +12.7% | +15.1% | -2.4% | +5.2% |
| 1Y | +17.6% | +21.1% | -3.5% | +7.2% |
| 3Y | +77.2% | -14.1% | +91.3% | +74.8% |
| 5Y | +84.1% | +26.6% | +57.5% | +49.4% |
| All | +318.0% | +742.1% | -424.1% | +78.5% |
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