+1,535.1%
SRE vs ODFL
+26,076.7%
-24,541.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | +1.4% | +0.2% | +1.3% | +1.4% |
| 30D | +1.9% | -13.4% | +15.3% | +3.5% |
| 3M | -3.3% | -24.2% | +20.9% | -0.4% |
| 6M | -6.4% | -3.3% | -3.1% | -6.5% |
| YTD | -1.8% | +19.8% | -21.6% | -4.5% |
| 1Y | +10.7% | +24.5% | -13.8% | +7.0% |
| 3Y | +31.8% | -9.6% | +41.4% | +30.5% |
| 5Y | +49.2% | +28.0% | +21.2% | +40.2% |
| 10Y | +118.5% | +735.3% | -616.7% | +67.7% |
| All | +1,535.1% | +26,076.7% | -24,541.6% | +894.1% |
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