+856.1%
EEM vs ODFL
+13,291.6%
-12,435.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +3.1% | +0.2% | +2.9% | +3.0% |
| 30D | +4.9% | -13.4% | +18.3% | +9.9% |
| 3M | +5.2% | -24.2% | +29.4% | +14.8% |
| 6M | +20.7% | -3.3% | +24.0% | +20.7% |
| YTD | +26.5% | +19.8% | +6.7% | +16.5% |
| 1Y | +37.8% | +24.5% | +13.3% | +24.6% |
| 3Y | +91.0% | -9.6% | +100.6% | +83.8% |
| 5Y | +47.0% | +28.0% | +19.0% | +18.9% |
| 10Y | +125.6% | +735.3% | -609.7% | -14.3% |
| All | +856.1% | +13,291.6% | -12,435.5% | +36.6% |
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 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