+16,011.1%
STX vs ODFL
+16,963.7%
-952.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.3% | +6.3% |
| 7D | +2.4% | -6.3% | +8.6% | +4.7% |
| 30D | +1.4% | -13.6% | +15.0% | +6.9% |
| 3M | -8.2% | -24.2% | +16.0% | +0.8% |
| 6M | +127.0% | -13.8% | +140.8% | +135.8% |
| YTD | +209.1% | +19.0% | +190.1% | +181.6% |
| 1Y | +365.4% | +25.7% | +339.7% | +311.4% |
| 3Y | +1,135.4% | -13.1% | +1,148.5% | +1,116.2% |
| 5Y | +991.5% | +26.7% | +964.8% | +805.7% |
| 10Y | +3,695.8% | +721.5% | +2,974.3% | +1,415.8% |
| All | +16,011.1% | +16,963.7% | -952.6% | +2,675.9% |
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