+515.0%
STRL vs ODFL
-11.4%
+526.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.7% |
| 7D | +3.4% | -6.3% | +9.7% | +5.9% |
| 30D | -9.2% | -13.6% | +4.4% | -4.0% |
| 3M | -51.0% | -24.2% | -26.9% | -45.7% |
| 6M | +15.8% | -13.8% | +29.6% | +21.5% |
| YTD | +58.9% | +19.0% | +39.8% | +46.7% |
| 1Y | +68.5% | +25.7% | +42.8% | +51.8% |
| All | +515.0% | -11.4% | +526.4% | +545.6% |
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 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