+25.1%
ODFL vs Z
-63.6%
+88.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.6% |
| 7D | -3.0% | -7.1% | +4.0% | -2.0% |
| 30D | -14.3% | -4.8% | -9.5% | -13.8% |
| 3M | -26.7% | -9.3% | -17.4% | -25.7% |
| 6M | -7.5% | -29.0% | +21.5% | -2.2% |
| YTD | +16.5% | -52.9% | +69.4% | +32.2% |
| All | +25.1% | -63.6% | +88.7% | +46.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling