Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • JPM vs ODFL✓SelectedUSD · ODFLJPM vs ODFL performance historyLatest closeAs of-1.43%09/08
Stock and ETF performance explorer

JPM vs ODFL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+12,143.5%
ODFL return
+32,863.2%
Excess return
-20,719.7%
Maximum drawdown
-74.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioODFLExcessAlpha
1D-1.4%+0.6%-2.0%-1.5%
7D-0.4%+0.2%-0.6%-0.4%
30D-1.1%-13.4%+12.3%+1.4%
3M+14.1%-24.2%+38.3%+19.5%
6M+23.3%-3.3%+26.6%+23.3%
YTD+11.3%+19.8%-8.5%+6.8%
1Y+23.0%+24.5%-1.5%+17.0%
3Y+162.6%-9.6%+172.2%+160.2%
5Y+152.8%+28.0%+124.7%+132.1%
10Y+583.6%+735.3%-151.6%+360.4%
All+12,143.5%+32,863.2%-20,719.7%+5,342.7%

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