+1,665.0%
ODFL vs EPAM
+1,058.6%
+606.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.9% | +0.5% | -2.5% |
| 7D | -4.4% | +13.4% | -17.8% | -7.7% |
| 30D | -6.1% | +47.1% | -53.2% | -14.7% |
| 3M | -21.9% | +71.2% | -93.0% | -31.7% |
| 6M | -17.6% | +48.9% | -66.5% | -26.5% |
| YTD | +5.6% | -22.2% | +27.9% | +8.3% |
| 1Y | +20.5% | -5.2% | +25.7% | +17.9% |
| 3Y | -14.8% | -34.9% | +20.1% | -12.0% |
| 5Y | -3.0% | -77.4% | +74.4% | +18.1% |
| 10Y | +607.6% | +158.1% | +449.6% | +392.5% |
| All | +1,665.0% | +1,058.6% | +606.4% | +845.1% |
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