+72.5%
EWJ vs ODFL
-13.7%
+86.3%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +0.3% | -3.3% | +3.6% | +0.8% |
| 30D | +0.8% | -15.3% | +16.1% | +3.6% |
| 3M | +7.5% | -27.3% | +34.8% | +13.3% |
| 6M | +15.6% | -4.5% | +20.1% | +15.8% |
| YTD | +22.7% | +15.1% | +7.6% | +18.6% |
| 1Y | +26.4% | +21.1% | +5.3% | +20.8% |
| 3Y | +72.5% | -14.1% | +86.6% | +69.5% |
| All | +72.5% | -13.7% | +86.3% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling