+21.1%
STM vs ODFL
-11.6%
+32.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | -7.4% | -13.4% | +6.1% | -1.6% |
| 3M | -30.6% | -24.2% | -6.5% | -22.3% |
| 6M | +66.4% | -3.3% | +69.7% | +67.2% |
| YTD | +101.1% | +19.8% | +81.4% | +83.1% |
| 1Y | +97.4% | +24.5% | +72.8% | +76.2% |
| 3Y | +21.1% | -9.6% | +30.8% | +15.8% |
| All | +21.1% | -11.6% | +32.8% | +15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling