+2.4%
SNPS vs ODFL
+23.6%
-21.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -4.6% | -2.8% | -1.8% | -4.1% |
| 30D | -3.3% | -13.7% | +10.3% | -0.8% |
| 3M | -13.8% | -23.4% | +9.6% | -9.9% |
| 6M | -8.2% | -7.2% | -1.0% | -8.5% |
| YTD | -15.4% | +15.6% | -31.1% | -23.3% |
| 1Y | +2.4% | +24.2% | -21.7% | -7.6% |
| All | +2.4% | +23.6% | -21.1% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling