-13.1%
ODFL vs SYF
+160.5%
-173.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.0% |
| 7D | -3.0% | -1.3% | -1.7% | -2.4% |
| 30D | -14.3% | -1.1% | -13.2% | -14.0% |
| 3M | -26.7% | +7.4% | -34.1% | -29.7% |
| 6M | -7.5% | +16.2% | -23.7% | -14.6% |
| YTD | +16.5% | -6.1% | +22.7% | +18.2% |
| 1Y | +23.5% | +3.4% | +20.1% | +19.4% |
| All | -13.1% | +160.5% | -173.6% | -36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling