+45.0%
EEM vs ODFL
+25.4%
+19.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -1.3% | -3.3% | +2.0% | -0.7% |
| 30D | +2.1% | -15.3% | +17.4% | +5.1% |
| 3M | +1.0% | -27.3% | +28.3% | +6.7% |
| 6M | +15.9% | -4.5% | +20.4% | +16.2% |
| YTD | +24.6% | +15.1% | +9.5% | +20.2% |
| 1Y | +32.3% | +21.1% | +11.2% | +26.1% |
| 3Y | +85.9% | -14.1% | +100.0% | +84.2% |
| All | +45.0% | +25.4% | +19.6% | +29.2% |
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