-9.2%
ODFL vs SN
+496.6%
-505.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | +0.2% | +0.1% | 0.0% | +0.1% |
| 30D | -13.4% | -5.6% | -7.8% | -12.3% |
| 3M | -24.2% | +48.1% | -72.2% | -30.7% |
| 6M | -3.3% | +57.6% | -60.9% | -13.2% |
| YTD | +19.8% | +56.5% | -36.7% | +7.4% |
| 1Y | +24.5% | +52.6% | -28.0% | +12.0% |
| 3Y | -9.6% | +412.0% | -421.6% | -28.6% |
| All | -9.2% | +496.6% | -505.8% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling