+63.6%
EMR vs ODFL
+26.9%
+36.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -1.2% | -2.8% | +1.6% | -0.2% |
| 30D | -9.4% | -13.7% | +4.2% | -4.5% |
| 3M | +8.6% | -23.4% | +31.9% | +19.0% |
| 6M | +6.7% | -7.2% | +13.8% | +8.7% |
| YTD | +13.1% | +15.6% | -2.6% | +6.1% |
| 1Y | +12.7% | +24.2% | -11.4% | +2.7% |
| 3Y | +58.1% | -12.8% | +70.8% | +57.7% |
| 5Y | +63.6% | +27.1% | +36.5% | +32.9% |
| All | +63.6% | +26.9% | +36.7% | +32.9% |
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 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