+36,377.3%
ODFL vs ZBH
+274.1%
+36,103.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | -3.0% | -4.9% | +1.9% | -1.2% |
| 30D | -14.3% | -3.2% | -11.0% | -13.3% |
| 3M | -26.7% | +5.8% | -32.6% | -28.6% |
| 6M | -7.5% | +2.0% | -9.4% | -9.1% |
| YTD | +16.5% | +5.8% | +10.8% | +12.7% |
| 1Y | +23.5% | -7.9% | +31.5% | +25.1% |
| 3Y | -12.1% | -19.4% | +7.3% | -7.6% |
| 5Y | +28.9% | -29.5% | +58.4% | +41.0% |
| 10Y | +746.5% | -15.5% | +762.0% | +710.9% |
| All | +36,377.3% | +274.1% | +36,103.2% | +22,346.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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