+28.0%
ODFL vs Z
-67.0%
+95.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.1% | +2.0% |
| 7D | +0.2% | -3.3% | +3.4% | +0.8% |
| 30D | -13.4% | -3.7% | -9.7% | -13.0% |
| 3M | -24.2% | -7.0% | -17.2% | -23.5% |
| 6M | -3.3% | -29.5% | +26.2% | +3.5% |
| YTD | +19.8% | -52.6% | +72.3% | +39.4% |
| 1Y | +24.5% | -64.0% | +88.5% | +54.1% |
| 3Y | -9.6% | -36.4% | +26.8% | -4.7% |
| 5Y | +28.0% | -65.8% | +93.8% | +28.8% |
| All | +28.0% | -67.0% | +95.0% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling