+27.1%
ODFL vs SSNC
+14.9%
+12.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.5% |
| 7D | -2.8% | -6.7% | +3.9% | +1.3% |
| 30D | -13.7% | -0.8% | -12.9% | -13.4% |
| 3M | -23.4% | +16.1% | -39.4% | -30.8% |
| 6M | -7.2% | +7.9% | -15.1% | -12.5% |
| YTD | +15.6% | -8.7% | +24.3% | +21.0% |
| 1Y | +24.2% | -9.5% | +33.7% | +30.6% |
| 3Y | -12.8% | +47.7% | -60.4% | -35.4% |
| 5Y | +27.1% | +17.6% | +9.5% | +11.6% |
| All | +27.1% | +14.9% | +12.2% | +11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling