-9.8%
ODFL vs SN
+428.0%
-437.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.9% | +0.7% | +2.8% |
| 7D | -3.0% | +7.6% | -10.7% | -5.0% |
| 30D | -6.1% | +24.1% | -30.2% | -11.5% |
| 3M | -20.9% | +23.7% | -44.6% | -25.5% |
| 6M | -13.6% | +105.5% | -119.1% | -29.5% |
| YTD | +9.4% | +105.1% | -95.7% | -11.3% |
| 1Y | +22.9% | +148.3% | -125.4% | -5.3% |
| 3Y | -9.8% | +438.7% | -448.5% | -43.4% |
| All | -9.8% | +428.0% | -437.8% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling