+29.7%
ODFL vs Z
-58.2%
+87.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +1.1% |
| 7D | +5.8% | +0.8% | +5.0% | +5.7% |
| 30D | -5.3% | +5.2% | -10.5% | -6.0% |
| 3M | -19.0% | -17.0% | -1.9% | -17.0% |
| 6M | -7.5% | -22.7% | +15.2% | -4.0% |
| YTD | +11.8% | -56.3% | +68.1% | +27.9% |
| 1Y | +29.7% | -57.7% | +87.3% | +48.6% |
| All | +29.7% | -58.2% | +87.9% | +48.6% |
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