+118.2%
SRE vs ODFL
+742.1%
-623.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -0.8% | -3.3% | +2.4% | -0.2% |
| 30D | -3.0% | -15.3% | +12.3% | -0.1% |
| 3M | -8.3% | -27.3% | +19.0% | -2.9% |
| 6M | -8.9% | -4.5% | -4.4% | -8.9% |
| YTD | -4.3% | +15.1% | -19.4% | -8.4% |
| 1Y | +2.7% | +21.1% | -18.4% | -3.0% |
| 3Y | +28.7% | -14.1% | +42.8% | +27.2% |
| 5Y | +47.1% | +26.6% | +20.6% | +28.0% |
| All | +118.2% | +742.1% | -623.9% | +47.9% |
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