+29,202.9%
ODFL vs SNY
+241.9%
+28,961.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -3.3% | -3.3% | +0.1% | -2.0% |
| 30D | -15.3% | -2.2% | -13.1% | -14.6% |
| 3M | -27.3% | -3.0% | -24.3% | -26.6% |
| 6M | -4.5% | +2.7% | -7.2% | -5.6% |
| YTD | +15.1% | -6.8% | +22.0% | +17.9% |
| 1Y | +21.1% | -5.3% | +26.4% | +22.8% |
| 3Y | -14.1% | -9.8% | -4.3% | -13.9% |
| 5Y | +26.6% | +9.7% | +16.9% | +14.7% |
| 10Y | +736.4% | +64.5% | +671.9% | +526.8% |
| All | +29,202.9% | +241.9% | +28,961.0% | +16,902.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling