+25.7%
ODFL vs SNY
+2.0%
+23.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -6.3% | -1.3% | -5.0% | -5.8% |
| 30D | -13.6% | +3.4% | -17.0% | -14.9% |
| 3M | -24.2% | -0.3% | -23.9% | -24.1% |
| 6M | -13.8% | +1.0% | -14.8% | -14.3% |
| YTD | +19.0% | -3.6% | +22.7% | +19.7% |
| 1Y | +25.7% | +3.0% | +22.7% | +25.0% |
| All | +25.7% | +2.0% | +23.6% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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