+5,768.2%
SNPS vs ODFL
+23,250.6%
-17,482.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.3% |
| 7D | -0.2% | -5.0% | +4.8% | +0.5% |
| 30D | -8.0% | -6.3% | -1.8% | -7.3% |
| 3M | +12.5% | -18.5% | +30.9% | +15.4% |
| 6M | -10.5% | -12.4% | +1.9% | -9.2% |
| YTD | -1.6% | +9.2% | -10.8% | -3.6% |
| 1Y | +16.8% | +23.0% | -6.2% | +12.7% |
| 3Y | -10.9% | -11.6% | +0.7% | -10.8% |
| 5Y | +35.8% | +0.1% | +35.6% | +33.4% |
| 10Y | +675.0% | +550.8% | +124.1% | +533.5% |
| All | +5,768.2% | +23,250.6% | -17,482.4% | +3,533.9% |
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 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