+1,728.6%
QLD vs ODFL
+716.5%
+1,012.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | +1.3% |
| 7D | +1.9% | -3.0% | +4.9% | +4.1% |
| 30D | -1.8% | -14.3% | +12.5% | +9.4% |
| 3M | -0.1% | -26.7% | +26.6% | +23.6% |
| 6M | +32.6% | -7.5% | +40.0% | +36.3% |
| YTD | +27.9% | +16.5% | +11.4% | +7.6% |
| 1Y | +40.3% | +23.5% | +16.7% | +11.0% |
| 3Y | +182.5% | -12.1% | +194.6% | +170.4% |
| 5Y | +122.5% | +28.9% | +93.6% | +47.6% |
| 10Y | +1,728.6% | +746.5% | +982.1% | +250.9% |
| All | +1,728.6% | +716.5% | +1,012.0% | +250.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 10y: compounded portfolio wealth divided by compounded ODFL 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…
10y analysis · Full analysis span regression · 6 months rolling