+27.3%
ODFL vs EME
+575.5%
-548.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -1.6% |
| 7D | -3.3% | +3.5% | -6.8% | -4.2% |
| 30D | -15.3% | -6.3% | -9.0% | -13.9% |
| 3M | -27.3% | -3.8% | -23.6% | -27.1% |
| 6M | -4.5% | +8.5% | -13.0% | -8.0% |
| YTD | +15.1% | +27.8% | -12.7% | +4.6% |
| 1Y | +21.1% | +22.2% | -1.1% | +9.5% |
| 3Y | -14.1% | +253.5% | -267.6% | -55.1% |
| All | +27.3% | +575.5% | -548.2% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling