+1,250.3%
EWY vs ODFL
+41,633.7%
-40,383.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +1.2% |
| 7D | +6.7% | -3.0% | +9.7% | +7.6% |
| 30D | +17.0% | -14.3% | +31.2% | +22.0% |
| 3M | +3.7% | -26.7% | +30.4% | +12.6% |
| 6M | +42.5% | -7.5% | +50.0% | +44.9% |
| YTD | +96.2% | +16.5% | +79.7% | +86.1% |
| 1Y | +160.4% | +23.5% | +136.8% | +141.9% |
| 3Y | +231.7% | -12.1% | +243.8% | +227.6% |
| 5Y | +153.3% | +28.9% | +124.3% | +118.2% |
| 10Y | +308.8% | +746.5% | -437.6% | +105.2% |
| All | +1,250.3% | +41,633.7% | -40,383.3% | +216.5% |
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 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