+2,025.5%
STM vs ODFL
+25,429.8%
-23,404.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.3% |
| 7D | +16.3% | +0.6% | +15.7% | +16.1% |
| 30D | -6.3% | -6.3% | 0.0% | -4.9% |
| 3M | -14.1% | -19.1% | +5.0% | -10.0% |
| 6M | -19.6% | -9.9% | -9.6% | -17.9% |
| YTD | +80.1% | +9.9% | +70.2% | +75.4% |
| 1Y | +95.4% | +24.4% | +71.0% | +85.1% |
| 3Y | +14.7% | -11.0% | +25.7% | +15.4% |
| 5Y | -5.4% | -1.4% | -4.0% | -7.4% |
| 10Y | +465.5% | +555.3% | -89.8% | +294.7% |
| All | +2,025.5% | +25,429.8% | -23,404.3% | +776.6% |
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