+535.4%
ODFL vs SAN
+267.7%
+267.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.6% |
| 7D | +0.6% | +1.0% | -0.4% | +0.3% |
| 30D | -6.3% | -9.4% | +3.1% | -3.5% |
| 3M | -19.1% | -17.1% | -2.0% | -14.5% |
| 6M | -9.9% | +2.2% | -12.1% | -11.3% |
| YTD | +9.9% | +6.0% | +4.0% | +6.2% |
| 1Y | +24.4% | +12.7% | +11.7% | +17.9% |
| 3Y | -11.0% | +242.1% | -253.2% | -42.7% |
| 5Y | -1.4% | +293.6% | -295.0% | -41.4% |
| All | +535.4% | +267.7% | +267.7% | +267.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling