+3.5%
SNOW vs ODFL
+26.9%
-23.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.2% |
| 7D | -7.5% | -2.8% | -4.7% | -6.5% |
| 30D | -1.3% | -13.7% | +12.3% | +4.6% |
| 3M | +37.4% | -23.4% | +60.8% | +51.8% |
| 6M | +88.1% | -7.2% | +95.2% | +89.3% |
| YTD | +50.3% | +15.6% | +34.7% | +34.2% |
| 1Y | +46.0% | +24.2% | +21.8% | +24.7% |
| 3Y | +98.7% | -12.8% | +111.4% | +92.7% |
| 5Y | +3.5% | +27.1% | -23.6% | -24.9% |
| All | +3.5% | +26.9% | -23.4% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling