+50.4%
EWZ vs ODFL
-11.6%
+62.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.6% | +1.4% | +1.9% |
| 7D | +5.6% | +0.2% | +5.4% | +5.6% |
| 30D | +9.3% | -13.4% | +22.7% | +11.1% |
| 3M | +15.7% | -24.2% | +39.9% | +19.5% |
| 6M | +7.4% | -3.3% | +10.8% | +7.3% |
| YTD | +22.7% | +19.8% | +2.9% | +19.1% |
| 1Y | +36.4% | +24.5% | +11.9% | +31.5% |
| 3Y | +50.4% | -9.6% | +60.0% | +50.5% |
| All | +50.4% | -11.6% | +62.0% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling