+273.0%
EMR vs ODFL
+742.1%
-469.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.8% |
| 7D | -0.4% | -3.3% | +2.9% | +1.0% |
| 30D | -6.8% | -15.3% | +8.5% | 0.0% |
| 3M | +7.5% | -27.3% | +34.8% | +22.4% |
| 6M | +9.9% | -4.5% | +14.3% | +10.9% |
| YTD | +16.0% | +15.1% | +0.8% | +7.4% |
| 1Y | +12.4% | +21.1% | -8.6% | +1.3% |
| 3Y | +60.2% | -14.1% | +74.3% | +60.9% |
| 5Y | +67.9% | +26.6% | +41.3% | +32.8% |
| All | +273.0% | +742.1% | -469.1% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling