+546.0%
ODFL vs SYF
+178.4%
+367.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +5.8% | -2.0% | +7.9% | +6.6% |
| 30D | -5.3% | +1.2% | -6.5% | -5.8% |
| 3M | -19.0% | -9.4% | -9.6% | -16.3% |
| 6M | -7.5% | +4.4% | -11.9% | -9.6% |
| YTD | +11.8% | -11.9% | +23.7% | +15.7% |
| 1Y | +29.7% | -0.4% | +30.1% | +28.5% |
| 3Y | -9.1% | +159.6% | -168.7% | -35.9% |
| 5Y | +0.2% | +60.9% | -60.7% | -20.0% |
| All | +546.0% | +178.4% | +367.6% | +309.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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