+432.5%
EWZ vs ODFL
+48,704.5%
-48,272.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.5% | -6.3% | +12.8% | +8.4% |
| 30D | +4.8% | -13.6% | +18.4% | +9.1% |
| 3M | +9.9% | -24.2% | +34.1% | +18.3% |
| 6M | +1.9% | -13.8% | +15.7% | +5.2% |
| YTD | +20.3% | +19.0% | +1.3% | +12.4% |
| 1Y | +35.6% | +25.7% | +9.9% | +24.1% |
| 3Y | +43.4% | -13.1% | +56.6% | +40.5% |
| 5Y | +55.9% | +26.7% | +29.3% | +30.8% |
| 10Y | +84.2% | +721.5% | -637.3% | -13.5% |
| All | +432.5% | +48,704.5% | -48,272.0% | +7.6% |
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