+3,824.8%
ODFL vs SSNC
+1,082.2%
+2,742.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.6% |
| 7D | -6.3% | +0.6% | -6.9% | -6.6% |
| 30D | -13.6% | +6.0% | -19.6% | -16.0% |
| 3M | -24.2% | +21.0% | -45.1% | -30.9% |
| 6M | -13.8% | +12.1% | -25.9% | -18.9% |
| YTD | +19.0% | -3.2% | +22.3% | +19.2% |
| 1Y | +25.7% | -4.4% | +30.0% | +26.4% |
| 3Y | -13.1% | +51.6% | -64.7% | -29.1% |
| 5Y | +26.7% | +21.1% | +5.6% | +13.6% |
| 10Y | +721.5% | +177.7% | +543.8% | +401.5% |
| All | +3,824.8% | +1,082.2% | +2,742.6% | +1,025.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling