+95.3%
EWZ vs ODFL
+739.2%
-643.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.8% |
| 7D | +5.6% | +0.2% | +5.4% | +5.5% |
| 30D | +9.3% | -13.4% | +22.7% | +13.5% |
| 3M | +15.7% | -24.2% | +39.9% | +24.2% |
| 6M | +7.4% | -3.3% | +10.8% | +7.3% |
| YTD | +22.7% | +19.8% | +2.9% | +14.4% |
| 1Y | +36.4% | +24.5% | +11.9% | +25.1% |
| 3Y | +50.4% | -9.6% | +60.0% | +46.0% |
| 5Y | +67.6% | +28.0% | +39.6% | +34.6% |
| All | +95.3% | +739.2% | -643.9% | -15.1% |
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