-12.9%
ODFL vs Z
-20.5%
+7.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -0.5% |
| 7D | -5.4% | -6.5% | +1.0% | -4.2% |
| 30D | -7.7% | -0.1% | -7.6% | -7.9% |
| 3M | -20.8% | -14.1% | -6.7% | -18.9% |
| 6M | -15.0% | -30.1% | +15.0% | -9.5% |
| YTD | +7.6% | -57.5% | +65.1% | +26.6% |
| 1Y | +22.7% | -60.3% | +83.1% | +46.5% |
| 3Y | -12.9% | -21.0% | +8.1% | -7.5% |
| All | -12.9% | -20.5% | +7.6% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling