+50.4%
EWJ vs ODFL
+25.4%
+25.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | +0.3% | -3.3% | +3.6% | +0.9% |
| 30D | +0.8% | -15.3% | +16.1% | +4.1% |
| 3M | +7.5% | -27.3% | +34.8% | +14.2% |
| 6M | +15.6% | -4.5% | +20.1% | +15.9% |
| YTD | +22.7% | +15.1% | +7.6% | +17.9% |
| 1Y | +26.4% | +21.1% | +5.3% | +19.8% |
| 3Y | +72.5% | -14.1% | +86.6% | +71.2% |
| All | +50.4% | +25.4% | +25.0% | +28.7% |
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