+25.7%
ODFL vs EME
+19.7%
+6.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.1% |
| 7D | -6.3% | +1.9% | -8.2% | -6.4% |
| 30D | -13.6% | -8.3% | -5.3% | -13.0% |
| 3M | -24.2% | -10.7% | -13.4% | -22.5% |
| 6M | -13.8% | +1.9% | -15.7% | -13.3% |
| YTD | +19.0% | +23.5% | -4.4% | +18.2% |
| 1Y | +25.7% | +18.0% | +7.7% | +25.3% |
| All | +25.7% | +19.7% | +6.0% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling