+686.4%
ODFL vs Z
+25.1%
+661.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | -6.3% | -3.0% | -3.3% | -5.7% |
| 30D | -13.6% | -4.2% | -9.4% | -13.1% |
| 3M | -24.2% | -3.7% | -20.5% | -24.1% |
| 6M | -13.8% | -24.5% | +10.7% | -9.7% |
| YTD | +19.0% | -49.3% | +68.3% | +33.8% |
| 1Y | +25.7% | -58.7% | +84.4% | +46.6% |
| 3Y | -13.1% | -34.1% | +21.0% | -9.8% |
| 5Y | +26.7% | -64.5% | +91.2% | +38.0% |
| 10Y | +721.5% | -0.5% | +722.0% | +576.9% |
| All | +686.4% | +25.1% | +661.3% | +509.4% |
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 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