+719.8%
ODFL vs SSNC
+173.6%
+546.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.3% |
| 7D | -3.3% | -4.0% | +0.8% | -1.4% |
| 30D | -15.3% | +0.5% | -15.8% | -15.6% |
| 3M | -27.3% | +18.9% | -46.2% | -33.7% |
| 6M | -4.5% | +10.8% | -15.3% | -10.1% |
| YTD | +15.1% | -7.1% | +22.3% | +17.7% |
| 1Y | +21.1% | -9.6% | +30.7% | +25.4% |
| 3Y | -14.1% | +51.1% | -65.2% | -31.0% |
| 5Y | +26.6% | +19.7% | +6.9% | +12.6% |
| All | +719.8% | +173.6% | +546.3% | +457.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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