+9,127.5%
QLD vs ODFL
+4,088.2%
+5,039.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +0.6% | -6.3% | +6.8% | +4.8% |
| 30D | -0.1% | -13.6% | +13.5% | +9.7% |
| 3M | -8.4% | -24.2% | +15.8% | +8.9% |
| 6M | +32.2% | -13.8% | +46.0% | +42.3% |
| YTD | +28.9% | +19.0% | +9.9% | +9.8% |
| 1Y | +43.8% | +25.7% | +18.2% | +16.6% |
| 3Y | +176.6% | -13.1% | +189.7% | +172.0% |
| 5Y | +121.6% | +26.7% | +94.9% | +68.7% |
| 10Y | +1,652.9% | +721.5% | +931.4% | +313.4% |
| All | +9,127.5% | +4,088.2% | +5,039.3% | +639.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling