+719.8%
ODFL vs EMB
+30.3%
+689.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -3.3% | -1.2% | -2.1% | -1.9% |
| 30D | -15.3% | -1.3% | -14.0% | -14.0% |
| 3M | -27.3% | -1.8% | -25.5% | -25.8% |
| 6M | -4.5% | +0.2% | -4.7% | -4.5% |
| YTD | +15.1% | +0.4% | +14.8% | +15.0% |
| 1Y | +21.1% | +2.8% | +18.3% | +17.9% |
| 3Y | -14.1% | +29.1% | -43.2% | -34.8% |
| 5Y | +26.6% | +6.3% | +20.3% | +17.2% |
| All | +719.8% | +30.3% | +689.5% | +579.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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