-78.5%
SNAP vs ODFL
+477.5%
-556.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | 0.0% |
| 7D | +6.0% | +5.8% | +0.2% | +3.3% |
| 30D | -13.8% | -5.3% | -8.4% | -11.5% |
| 3M | -0.8% | -19.0% | +18.2% | +9.0% |
| 6M | -6.2% | -7.5% | +1.2% | -3.6% |
| YTD | -34.8% | +11.8% | -46.6% | -39.8% |
| 1Y | -38.7% | +29.7% | -68.4% | -47.5% |
| 3Y | -53.5% | -9.1% | -44.3% | -55.3% |
| 5Y | -90.2% | +0.2% | -90.4% | -91.5% |
| All | -78.5% | +477.5% | -556.1% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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