-13.7%
ODFL vs QID
-73.3%
+59.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | 0.0% |
| 7D | -2.8% | +2.7% | -5.5% | -1.8% |
| 30D | -13.7% | +3.3% | -17.0% | -12.5% |
| 3M | -23.4% | -5.5% | -17.8% | -24.2% |
| 6M | -7.2% | -28.4% | +21.2% | -16.6% |
| YTD | +15.6% | -26.6% | +42.2% | +5.4% |
| 1Y | +24.2% | -34.1% | +58.3% | +9.0% |
| All | -13.7% | -73.3% | +59.5% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 3y: compounded portfolio wealth divided by compounded QID 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…
3y analysis · Full analysis span regression · 6 months rolling