+735.3%
ODFL vs EPAM
+65.2%
+670.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.0% |
| 7D | +0.2% | -0.9% | +1.0% | +0.4% |
| 30D | -13.4% | +18.4% | -31.8% | -17.3% |
| 3M | -24.2% | +19.2% | -43.4% | -28.4% |
| 6M | -3.3% | -21.0% | +17.6% | +1.2% |
| YTD | +19.8% | -43.7% | +63.5% | +35.5% |
| 1Y | +24.5% | -29.9% | +54.4% | +32.3% |
| 3Y | -9.6% | -56.5% | +46.9% | +5.0% |
| 5Y | +28.0% | -81.7% | +109.7% | +75.5% |
| 10Y | +735.3% | +64.5% | +670.7% | +385.0% |
| All | +735.3% | +65.2% | +670.0% | +385.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM 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 10y: compounded portfolio wealth divided by compounded EPAM 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…
10y analysis · Full analysis span regression · 6 months rolling