+2,912.6%
EMR vs ODFL
+32,662.3%
-29,749.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.7% | +1.7% |
| 7D | -1.5% | -6.3% | +4.8% | -0.5% |
| 30D | -5.6% | -13.6% | +8.0% | -3.5% |
| 3M | +7.9% | -24.2% | +32.1% | +12.5% |
| 6M | +6.0% | -13.8% | +19.8% | +8.2% |
| YTD | +16.4% | +19.0% | -2.6% | +13.1% |
| 1Y | +16.6% | +25.7% | -9.1% | +12.2% |
| 3Y | +62.9% | -13.1% | +76.0% | +64.1% |
| 5Y | +60.1% | +26.7% | +33.4% | +51.4% |
| 10Y | +268.8% | +721.5% | -452.7% | +176.1% |
| All | +2,912.6% | +32,662.3% | -29,749.7% | +1,588.9% |
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 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