+121.0%
QLD vs ODFL
+26.4%
+94.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +0.6% | -6.3% | +6.8% | +4.5% |
| 30D | -0.1% | -13.6% | +13.5% | +9.1% |
| 3M | -8.4% | -24.2% | +15.8% | +7.9% |
| 6M | +32.2% | -13.8% | +46.0% | +41.7% |
| YTD | +28.9% | +19.0% | +9.9% | +9.3% |
| 1Y | +43.8% | +25.7% | +18.2% | +16.0% |
| 3Y | +176.6% | -13.1% | +189.7% | +172.5% |
| All | +121.0% | +26.4% | +94.6% | +44.5% |
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