+28.9%
ODFL vs EMB
+7.1%
+21.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.4% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -14.3% | -0.3% | -14.0% | -13.9% |
| 3M | -26.7% | -0.3% | -26.4% | -26.4% |
| 6M | -7.5% | +0.7% | -8.2% | -8.2% |
| YTD | +16.5% | +1.3% | +15.3% | +15.0% |
| 1Y | +23.5% | +4.7% | +18.8% | +16.9% |
| 3Y | -12.1% | +30.1% | -42.2% | -36.4% |
| 5Y | +28.9% | +6.9% | +22.1% | +14.3% |
| All | +28.9% | +7.1% | +21.8% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling