+664.5%
STM vs ODFL
+716.5%
-52.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.7% |
| 7D | +1.7% | -3.0% | +4.7% | +3.4% |
| 30D | -5.2% | -14.3% | +9.1% | +3.3% |
| 3M | -29.6% | -26.7% | -2.9% | -16.6% |
| 6M | +54.4% | -7.5% | +61.8% | +58.8% |
| YTD | +99.5% | +16.5% | +83.0% | +77.8% |
| 1Y | +100.8% | +23.5% | +77.2% | +72.6% |
| 3Y | +20.2% | -12.1% | +32.2% | +17.6% |
| 5Y | +21.1% | +28.9% | -7.8% | -13.2% |
| 10Y | +664.5% | +746.5% | -81.9% | +87.9% |
| All | +664.5% | +716.5% | -52.0% | +87.9% |
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