+0.1%
ODFL vs SAN
+300.6%
-300.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | -5.0% | +3.4% | -8.4% | -5.9% |
| 30D | -6.3% | -6.3% | 0.0% | -4.7% |
| 3M | -18.5% | -14.1% | -4.4% | -15.2% |
| 6M | -12.4% | +4.2% | -16.5% | -14.1% |
| YTD | +9.2% | +9.0% | +0.2% | +4.8% |
| 1Y | +23.0% | +18.8% | +4.2% | +15.2% |
| 3Y | -11.6% | +252.0% | -263.6% | -41.6% |
| 5Y | +0.1% | +299.5% | -299.3% | -38.1% |
| All | +0.1% | +300.6% | -300.4% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling