+25.7%
ODFL vs SN
+46.4%
-20.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | -6.3% | -9.3% | +3.1% | -4.0% |
| 30D | -13.6% | -4.8% | -8.8% | -12.4% |
| 3M | -24.2% | +40.4% | -64.6% | -30.3% |
| 6M | -13.8% | +50.9% | -64.7% | -22.7% |
| YTD | +19.0% | +54.9% | -35.9% | +6.1% |
| 1Y | +25.7% | +43.0% | -17.3% | +10.0% |
| All | +25.7% | +46.4% | -20.7% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling