+719.8%
ODFL vs Z
-2.5%
+722.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -1.2% |
| 7D | -3.3% | -6.0% | +2.8% | -2.1% |
| 30D | -15.3% | -2.3% | -13.0% | -15.1% |
| 3M | -27.3% | -0.6% | -26.7% | -27.7% |
| 6M | -4.5% | -27.6% | +23.1% | +0.9% |
| YTD | +15.1% | -52.4% | +67.5% | +31.3% |
| 1Y | +21.1% | -63.6% | +84.7% | +45.4% |
| 3Y | -14.1% | -36.4% | +22.3% | -10.2% |
| 5Y | +26.6% | -64.6% | +91.2% | +38.2% |
| All | +719.8% | -2.5% | +722.3% | +601.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling