+3,191.6%
EMR vs ODFL
+30,665.2%
-27,473.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.6% | -0.2% |
| 7D | +2.8% | +5.8% | -3.0% | +2.0% |
| 30D | +3.7% | -5.3% | +9.0% | +4.5% |
| 3M | +2.0% | -19.0% | +21.0% | +5.3% |
| 6M | +22.1% | -7.5% | +29.6% | +23.2% |
| YTD | +27.2% | +11.8% | +15.5% | +24.7% |
| 1Y | +32.0% | +29.7% | +2.4% | +26.4% |
| 3Y | +103.3% | -9.1% | +112.4% | +103.4% |
| 5Y | +88.2% | +0.2% | +88.0% | +83.9% |
| 10Y | +280.4% | +566.3% | -285.8% | +192.2% |
| All | +3,191.6% | +30,665.2% | -27,473.5% | +1,761.5% |
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 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