+239.5%
ZETA vs ODFL
+46.8%
+192.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -3.7% | -3.3% | -0.5% | -2.1% |
| 30D | +5.7% | -15.3% | +21.0% | +15.0% |
| 3M | +50.4% | -27.3% | +77.8% | +76.4% |
| 6M | +65.5% | -4.5% | +70.0% | +65.7% |
| YTD | +48.3% | +15.1% | +33.2% | +32.3% |
| 1Y | +45.4% | +21.1% | +24.3% | +25.6% |
| 3Y | +270.8% | -14.1% | +284.9% | +272.4% |
| 5Y | +336.1% | +26.6% | +309.5% | +230.9% |
| All | +239.5% | +46.8% | +192.7% | +166.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling