-11.6%
ODFL vs SN
+476.8%
-488.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -2.0% |
| 7D | -3.0% | -3.4% | +0.4% | -2.3% |
| 30D | -14.3% | -9.1% | -5.2% | -12.4% |
| 3M | -26.7% | +31.8% | -58.5% | -31.2% |
| 6M | -7.5% | +52.0% | -59.5% | -16.2% |
| YTD | +16.5% | +51.3% | -34.8% | +5.4% |
| 1Y | +23.5% | +46.9% | -23.3% | +12.1% |
| 3Y | -12.1% | +394.9% | -407.0% | -30.0% |
| All | -11.6% | +476.8% | -488.4% | -29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling