+535.4%
ODFL vs EPAM
+158.4%
+376.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +0.6% | -1.1% | +1.8% | +0.9% |
| 30D | -6.3% | +41.8% | -48.1% | -15.1% |
| 3M | -19.1% | +63.4% | -82.5% | -29.6% |
| 6M | -9.9% | +72.2% | -82.1% | -23.8% |
| YTD | +9.9% | -20.0% | +30.0% | +12.4% |
| 1Y | +24.4% | -9.0% | +33.4% | +22.9% |
| 3Y | -11.0% | -30.4% | +19.4% | -9.3% |
| 5Y | -1.4% | -75.6% | +74.2% | +26.0% |
| All | +535.4% | +158.4% | +376.9% | +222.4% |
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