+626.3%
ODFL vs Z
+4.2%
+622.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.0% | +1.1% |
| 7D | +0.6% | -4.9% | +5.6% | +1.6% |
| 30D | -6.3% | +3.0% | -9.3% | -7.1% |
| 3M | -19.1% | -13.4% | -5.7% | -17.4% |
| 6M | -9.9% | -27.3% | +17.4% | -5.3% |
| YTD | +9.9% | -57.8% | +67.7% | +27.4% |
| 1Y | +24.4% | -60.0% | +84.4% | +45.6% |
| 3Y | -11.0% | -21.5% | +10.5% | -10.9% |
| 5Y | -1.4% | -55.0% | +53.5% | +4.6% |
| 10Y | +555.3% | -18.8% | +574.0% | +458.8% |
| All | +626.3% | +4.2% | +622.2% | +480.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling