+148.7%
EWY vs ODFL
+25.4%
+123.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.4% |
| 7D | -0.1% | -3.3% | +3.2% | +0.7% |
| 30D | +7.3% | -15.3% | +22.6% | +11.8% |
| 3M | -5.1% | -27.3% | +22.2% | +2.3% |
| 6M | +42.1% | -4.5% | +46.5% | +43.1% |
| YTD | +94.1% | +15.1% | +79.0% | +86.1% |
| 1Y | +147.8% | +21.1% | +126.7% | +133.9% |
| 3Y | +222.9% | -14.1% | +237.0% | +221.3% |
| All | +148.7% | +25.4% | +123.4% | +113.5% |
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 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