-41.7%
SNAP vs ODFL
-12.2%
-29.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.1% |
| 7D | +0.7% | -6.3% | +7.0% | +3.0% |
| 30D | +2.6% | -13.6% | +16.2% | +7.6% |
| 3M | -9.9% | -24.2% | +14.3% | -1.4% |
| 6M | +1.9% | -13.8% | +15.6% | +6.1% |
| YTD | -32.2% | +19.0% | -51.3% | -37.2% |
| 1Y | -22.8% | +25.7% | -48.5% | -30.3% |
| All | -41.7% | -12.2% | -29.6% | -44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling