-9.6%
ODFL vs SAN
+356.8%
-366.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +0.2% | +3.3% | -3.2% | -0.6% |
| 30D | -13.4% | +1.1% | -14.5% | -13.7% |
| 3M | -24.2% | +22.2% | -46.4% | -27.9% |
| 6M | -3.3% | +36.0% | -39.3% | -10.3% |
| YTD | +19.8% | +28.2% | -8.5% | +11.8% |
| 1Y | +24.5% | +54.1% | -29.6% | +11.9% |
| 3Y | -9.6% | +354.2% | -363.9% | -35.0% |
| All | -9.6% | +356.8% | -366.4% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling