+177.1%
ODFL vs ZCMD
-100.0%
+277.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.6% |
| 7D | +0.2% | -1.4% | +1.6% | +0.2% |
| 30D | -13.4% | -21.6% | +8.1% | -13.4% |
| 3M | -24.2% | -67.4% | +43.2% | -24.3% |
| 6M | -3.3% | -99.4% | +96.1% | +0.4% |
| YTD | +19.8% | -99.7% | +119.5% | +26.1% |
| 1Y | +24.5% | -99.9% | +124.4% | +32.9% |
| 3Y | -9.6% | -100.0% | +90.4% | -1.6% |
| 5Y | +28.0% | -100.0% | +128.0% | +39.6% |
| All | +177.1% | -100.0% | +277.1% | +227.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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