+7,443.4%
QLD vs ODFL
+3,616.1%
+3,827.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.9% | +4.7% |
| 7D | -10.3% | -4.4% | -5.8% | -7.4% |
| 30D | -26.1% | -6.1% | -20.0% | -23.3% |
| 3M | -17.8% | -21.9% | +4.1% | -4.2% |
| 6M | -15.6% | -17.6% | +2.0% | -6.1% |
| YTD | +5.4% | +5.6% | -0.2% | -3.6% |
| 1Y | +5.2% | +20.5% | -15.3% | -12.6% |
| 3Y | +139.4% | -14.8% | +154.3% | +136.3% |
| 5Y | +66.7% | -3.0% | +69.7% | +50.5% |
| 10Y | +1,422.1% | +607.6% | +814.4% | +293.1% |
| All | +7,443.4% | +3,616.1% | +3,827.3% | +549.1% |
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