+90.2%
EMR vs ODFL
+0.3%
+90.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.6% |
| 7D | +2.8% | +5.8% | -3.0% | +0.8% |
| 30D | +3.7% | -5.3% | +9.0% | +5.5% |
| 3M | +2.0% | -19.0% | +21.0% | +9.7% |
| 6M | +22.1% | -7.5% | +29.6% | +24.2% |
| YTD | +27.2% | +11.8% | +15.5% | +20.4% |
| 1Y | +32.0% | +29.7% | +2.4% | +18.3% |
| 3Y | +103.3% | -9.1% | +112.4% | +99.6% |
| All | +90.2% | +0.3% | +90.0% | +78.5% |
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 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