+1,889.2%
ODFL vs EPAM
+751.2%
+1,138.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.4% | +0.6% |
| 7D | -6.3% | +2.0% | -8.2% | -6.7% |
| 30D | -13.6% | +6.5% | -20.1% | -15.2% |
| 3M | -24.2% | +19.9% | -44.1% | -28.0% |
| 6M | -13.8% | -16.9% | +3.2% | -11.4% |
| YTD | +19.0% | -42.9% | +61.9% | +32.2% |
| 1Y | +25.7% | -30.4% | +56.1% | +32.9% |
| 3Y | -13.1% | -54.7% | +41.6% | -1.7% |
| 5Y | +26.7% | -81.8% | +108.5% | +62.7% |
| 10Y | +721.5% | +65.5% | +656.0% | +531.3% |
| All | +1,889.2% | +751.2% | +1,138.0% | +1,053.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling