+27.7%
ODFL vs SN
+156.5%
-128.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | -0.2% |
| 7D | +3.5% | +10.6% | -7.1% | +0.5% |
| 30D | 0.0% | +20.0% | -20.0% | -5.2% |
| 3M | -18.1% | +30.4% | -48.4% | -24.1% |
| 6M | -6.4% | +91.0% | -97.4% | -23.3% |
| YTD | +14.9% | +95.9% | -81.0% | -7.8% |
| 1Y | +27.7% | +158.9% | -131.2% | -7.3% |
| All | +27.7% | +156.5% | -128.8% | -7.3% |
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