+82.1%
QLD vs ODFL
+0.3%
+81.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.1% | -3.5% |
| 7D | +7.0% | +5.8% | +1.2% | +3.4% |
| 30D | -14.3% | -5.3% | -9.0% | -11.6% |
| 3M | -16.0% | -19.0% | +3.0% | -5.1% |
| 6M | -14.2% | -7.5% | -6.8% | -11.8% |
| YTD | +12.8% | +11.8% | +1.0% | -1.2% |
| 1Y | +14.1% | +29.7% | -15.6% | -10.5% |
| 3Y | +146.0% | -9.1% | +155.1% | +128.3% |
| All | +82.1% | +0.3% | +81.8% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling