+25,369.8%
ODFL vs EME
+61,154.1%
-35,784.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.9% |
| 7D | -3.0% | +2.7% | -5.7% | -3.8% |
| 30D | -14.3% | -6.8% | -7.5% | -12.4% |
| 3M | -26.7% | -8.8% | -17.9% | -25.7% |
| 6M | -7.5% | +5.0% | -12.5% | -10.6% |
| YTD | +16.5% | +23.5% | -7.0% | +6.3% |
| 1Y | +23.5% | +21.3% | +2.2% | +11.8% |
| 3Y | -12.1% | +241.1% | -253.1% | -45.5% |
| 5Y | +28.9% | +549.2% | -520.2% | -35.7% |
| 10Y | +746.5% | +1,306.4% | -559.9% | +219.6% |
| All | +25,369.8% | +61,154.1% | -35,784.3% | +7,566.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling