+813.5%
SPYM vs ODFL
+4,706.1%
-3,892.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -2.0% | -2.8% | +0.8% | -1.2% |
| 30D | -1.6% | -13.7% | +12.0% | +2.2% |
| 3M | +4.7% | -23.4% | +28.1% | +11.9% |
| 6M | +12.6% | -7.2% | +19.7% | +13.7% |
| YTD | +11.8% | +15.6% | -3.8% | +5.8% |
| 1Y | +17.5% | +24.2% | -6.6% | +8.6% |
| 3Y | +77.0% | -12.8% | +89.7% | +74.8% |
| 5Y | +82.6% | +27.1% | +55.5% | +58.8% |
| 10Y | +320.3% | +739.9% | -419.6% | +123.3% |
| All | +813.5% | +4,706.1% | -3,892.7% | +200.6% |
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