+1,564.8%
QQQ vs ODFL
+37,964.8%
-36,400.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.3% |
| 7D | +1.0% | -3.0% | +4.0% | +1.6% |
| 30D | -0.6% | -14.3% | +13.6% | +2.6% |
| 3M | +1.3% | -26.7% | +28.0% | +8.0% |
| 6M | +18.1% | -7.5% | +25.6% | +19.4% |
| YTD | +16.9% | +16.5% | +0.3% | +11.8% |
| 1Y | +24.0% | +23.5% | +0.5% | +16.7% |
| 3Y | +95.6% | -12.1% | +107.7% | +94.2% |
| 5Y | +94.5% | +28.9% | +65.6% | +76.3% |
| 10Y | +571.7% | +746.5% | -174.8% | +325.1% |
| All | +1,564.8% | +37,964.8% | -36,400.0% | +583.8% |
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