+191,174.3%
SU vs ODFL
+31,590.6%
+159,583.7%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +2.2% | -3.3% | +5.5% | +2.6% |
| 30D | +8.4% | -15.3% | +23.7% | +10.3% |
| 3M | +12.1% | -27.3% | +39.4% | +15.8% |
| 6M | +19.7% | -4.5% | +24.2% | +19.7% |
| YTD | +58.4% | +15.1% | +43.3% | +54.8% |
| 1Y | +67.2% | +21.1% | +46.1% | +62.3% |
| 3Y | +125.0% | -14.1% | +139.1% | +124.2% |
| 5Y | +355.1% | +26.6% | +328.5% | +331.1% |
| 10Y | +263.7% | +736.4% | -472.7% | +189.4% |
| All | +191,174.3% | +31,590.6% | +159,583.7% | +105,606.7% |
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