+29.6%
SNOW vs ODFL
+86.3%
-56.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -2.4% | -3.3% | +0.8% | -1.1% |
| 30D | -1.0% | -15.3% | +14.3% | +5.7% |
| 3M | +36.9% | -27.3% | +64.2% | +54.6% |
| 6M | +83.4% | -4.5% | +87.8% | +82.4% |
| YTD | +50.0% | +15.1% | +34.8% | +34.4% |
| 1Y | +46.5% | +21.1% | +25.4% | +27.0% |
| 3Y | +93.3% | -14.1% | +107.4% | +89.1% |
| 5Y | +3.3% | +26.6% | -23.3% | -24.2% |
| All | +29.6% | +86.3% | -56.7% | -20.9% |
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