+730.4%
SW vs ODFL
+4,032.5%
-3,302.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -0.7% |
| 7D | +4.7% | -1.0% | +5.7% | +4.8% |
| 30D | +5.0% | -4.2% | +9.2% | +5.7% |
| 3M | -7.3% | -20.7% | +13.4% | -4.1% |
| 6M | +15.0% | -12.8% | +27.8% | +17.4% |
| YTD | +18.5% | +9.2% | +9.3% | +17.2% |
| 1Y | +27.1% | +21.9% | +5.2% | +23.9% |
| 3Y | +49.3% | -11.5% | +60.8% | +49.9% |
| 5Y | -1.6% | +0.3% | -2.0% | -3.9% |
| 10Y | +185.4% | +631.8% | -446.5% | +139.9% |
| All | +730.4% | +4,032.5% | -3,302.1% | +560.8% |
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