-14.9%
SNPS vs ODFL
-12.7%
-2.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.2% |
| 7D | -5.5% | -3.0% | -2.5% | -4.5% |
| 30D | -4.5% | -14.3% | +9.8% | +0.4% |
| 3M | -15.5% | -26.7% | +11.2% | -6.8% |
| 6M | -10.1% | -7.5% | -2.6% | -9.4% |
| YTD | -16.3% | +16.5% | -32.8% | -24.0% |
| 1Y | -34.9% | +23.5% | -58.5% | -42.3% |
| All | -14.9% | -12.7% | -2.1% | -15.7% |
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