+24.5%
ODFL vs EPAM
-32.1%
+56.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.8% |
| 7D | +0.2% | -0.9% | +1.0% | +0.3% |
| 30D | -13.4% | +18.4% | -31.8% | -15.6% |
| 3M | -24.2% | +19.2% | -43.4% | -26.3% |
| 6M | -3.3% | -21.0% | +17.6% | +1.1% |
| YTD | +19.8% | -43.7% | +63.5% | +32.0% |
| 1Y | +24.5% | -29.9% | +54.4% | +26.7% |
| All | +24.5% | -32.1% | +56.6% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling