+352.2%
EWZ vs ODFL
+44,017.6%
-43,665.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | +1.3% | -5.4% | +6.8% | +2.9% |
| 30D | -26.2% | -7.7% | -18.5% | -24.6% |
| 3M | -8.6% | -20.8% | +12.2% | -2.8% |
| 6M | -17.0% | -15.0% | -2.0% | -14.0% |
| YTD | +2.2% | +7.6% | -5.4% | -2.1% |
| 1Y | +2.7% | +22.7% | -20.1% | -5.5% |
| 3Y | +18.2% | -12.9% | +31.1% | +15.3% |
| 5Y | +56.0% | -0.1% | +56.1% | +40.4% |
| 10Y | +60.8% | +550.4% | -489.6% | -19.3% |
| All | +352.2% | +44,017.6% | -43,665.4% | -6.2% |
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