+9,929.9%
STX vs ODFL
+15,923.5%
-5,993.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.7% | -4.8% | -3.7% |
| 7D | +14.6% | +5.8% | +8.8% | +12.3% |
| 30D | -26.0% | -5.3% | -20.6% | -24.5% |
| 3M | -42.6% | -19.0% | -23.6% | -38.2% |
| 6M | -35.3% | -7.5% | -27.8% | -34.3% |
| YTD | +92.5% | +11.8% | +80.7% | +78.9% |
| 1Y | +102.4% | +29.7% | +72.7% | +77.1% |
| 3Y | +673.8% | -9.1% | +683.0% | +648.7% |
| 5Y | +463.1% | +0.2% | +462.8% | +409.4% |
| 10Y | +2,014.6% | +566.3% | +1,448.3% | +809.8% |
| All | +9,929.9% | +15,923.5% | -5,993.7% | +1,664.0% |
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