+152.2%
EWJ vs ODFL
+41,136.9%
-40,984.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.6% |
| 7D | +1.0% | -3.0% | +4.0% | +1.4% |
| 30D | +1.0% | -14.3% | +15.2% | +2.9% |
| 3M | +7.2% | -26.7% | +34.0% | +11.2% |
| 6M | +13.9% | -7.5% | +21.4% | +14.6% |
| YTD | +20.8% | +16.5% | +4.3% | +17.9% |
| 1Y | +26.4% | +23.5% | +2.8% | +22.2% |
| 3Y | +71.8% | -12.1% | +83.8% | +71.1% |
| 5Y | +49.9% | +28.9% | +21.0% | +41.0% |
| 10Y | +140.0% | +746.5% | -606.5% | +81.6% |
| All | +152.2% | +41,136.9% | -40,984.6% | +49.9% |
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