+8,555.5%
SYK vs ODFL
+31,724.5%
-23,169.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -12.3% | -2.8% | -9.5% | -12.1% |
| 30D | -22.4% | -13.7% | -8.8% | -21.3% |
| 3M | -12.3% | -23.4% | +11.0% | -10.0% |
| 6M | -24.3% | -7.2% | -17.2% | -23.9% |
| YTD | -22.8% | +15.6% | -38.4% | -24.2% |
| 1Y | -28.8% | +24.2% | -52.9% | -30.7% |
| 3Y | -4.0% | -12.8% | +8.8% | -4.2% |
| 5Y | +3.8% | +27.1% | -23.3% | -0.6% |
| 10Y | +172.8% | +739.9% | -567.1% | +124.5% |
| All | +8,555.5% | +31,724.5% | -23,169.0% | +5,269.4% |
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