+3,824.2%
ODFL vs QID
-100.0%
+3,924.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.7% |
| 7D | +0.2% | -2.7% | +2.9% | -1.1% |
| 30D | -13.4% | +1.8% | -15.2% | -12.5% |
| 3M | -24.2% | -2.2% | -22.0% | -24.1% |
| 6M | -3.3% | -32.1% | +28.8% | -17.6% |
| YTD | +19.8% | -28.6% | +48.3% | +5.2% |
| 1Y | +24.5% | -36.3% | +60.8% | +4.4% |
| 3Y | -9.6% | -74.4% | +64.8% | -45.3% |
| 5Y | +28.0% | -80.8% | +108.8% | -18.6% |
| 10Y | +735.3% | -99.1% | +834.4% | +48.8% |
| All | +3,824.2% | -100.0% | +3,924.2% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling