+5,126.6%
ODFL vs EMB
+128.3%
+4,998.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | -5.0% | -0.4% | -4.6% | -4.6% |
| 30D | -6.3% | +1.5% | -7.8% | -7.3% |
| 3M | -18.5% | -1.6% | -16.9% | -17.5% |
| 6M | -12.4% | -1.5% | -10.9% | -11.3% |
| YTD | +9.2% | -0.1% | +9.3% | +9.6% |
| 1Y | +23.0% | +0.5% | +22.4% | +22.9% |
| 3Y | -11.6% | +30.2% | -41.8% | -26.0% |
| 5Y | +0.1% | +8.6% | -8.4% | -6.2% |
| 10Y | +550.8% | +36.9% | +514.0% | +452.8% |
| All | +5,126.6% | +128.3% | +4,998.3% | +2,731.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling