-79.4%
SNAP vs ODFL
+465.5%
-544.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.6% | -1.8% | +0.1% |
| 7D | -7.3% | -3.0% | -4.3% | -5.7% |
| 30D | -18.9% | -6.1% | -12.9% | -16.5% |
| 3M | -5.3% | -20.9% | +15.6% | +5.1% |
| 6M | -16.9% | -13.6% | -3.3% | -11.9% |
| YTD | -37.4% | +9.4% | -46.9% | -41.7% |
| 1Y | -38.5% | +22.9% | -61.4% | -46.0% |
| 3Y | -55.1% | -9.8% | -45.3% | -56.8% |
| 5Y | -90.8% | -0.4% | -90.4% | -92.0% |
| All | -79.4% | +465.5% | -544.8% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling