+64.2%
EWZ vs ODFL
+548.9%
-484.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | +0.1% | +0.6% | -0.6% | -0.1% |
| 30D | -25.9% | -6.3% | -19.6% | -24.7% |
| 3M | -6.1% | -19.1% | +13.0% | -1.0% |
| 6M | -16.1% | -9.9% | -6.2% | -14.7% |
| YTD | +1.0% | +9.9% | -9.0% | -4.0% |
| 1Y | 0.0% | +24.4% | -24.4% | -8.7% |
| 3Y | +16.8% | -11.0% | +27.8% | +12.9% |
| 5Y | +52.1% | -1.4% | +53.5% | +35.7% |
| All | +64.2% | +548.9% | -484.6% | -22.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling