+7,956.4%
QLD vs ODFL
+3,750.7%
+4,205.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.2% | +4.4% |
| 7D | -1.4% | -3.0% | +1.6% | +0.9% |
| 30D | -19.6% | -6.1% | -13.5% | -16.4% |
| 3M | -14.1% | -20.9% | +6.8% | -0.7% |
| 6M | -13.6% | -13.6% | 0.0% | -6.8% |
| YTD | +12.5% | +9.4% | +3.1% | +0.7% |
| 1Y | +13.1% | +22.9% | -9.8% | -7.1% |
| 3Y | +154.7% | -9.8% | +164.5% | +142.2% |
| 5Y | +81.1% | -0.4% | +81.4% | +60.8% |
| 10Y | +1,418.0% | +592.4% | +825.6% | +297.0% |
| All | +7,956.4% | +3,750.7% | +4,205.8% | +577.9% |
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 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