+592.4%
ODFL vs EPAM
+163.7%
+428.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.0% |
| 7D | -3.0% | +9.1% | -12.1% | -5.9% |
| 30D | -6.1% | +38.5% | -44.6% | -14.4% |
| 3M | -20.9% | +61.0% | -81.8% | -30.9% |
| 6M | -13.6% | +58.0% | -71.6% | -25.2% |
| YTD | +9.4% | -23.5% | +32.9% | +13.2% |
| 1Y | +22.9% | -10.5% | +33.5% | +21.8% |
| 3Y | -9.8% | -33.8% | +24.0% | -6.9% |
| 5Y | -0.4% | -78.1% | +77.8% | +32.4% |
| 10Y | +592.4% | +157.7% | +434.7% | +256.7% |
| All | +592.4% | +163.7% | +428.7% | +256.7% |
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