+15.8%
STRL vs ODFL
-12.8%
+28.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.7% |
| 7D | +3.4% | -6.3% | +9.7% | +7.3% |
| 30D | -9.2% | -13.6% | +4.4% | -1.4% |
| 3M | -51.0% | -24.2% | -26.9% | -41.6% |
| 6M | +15.8% | -13.8% | +29.6% | +19.6% |
| All | +15.8% | -12.8% | +28.5% | +19.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling