+273.7%
ZETA vs ODFL
-12.7%
+286.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | +0.1% |
| 7D | -0.1% | -3.0% | +2.9% | +1.4% |
| 30D | +10.5% | -14.3% | +24.7% | +18.8% |
| 3M | +44.3% | -26.7% | +71.0% | +67.2% |
| 6M | +59.4% | -7.5% | +66.9% | +62.0% |
| YTD | +49.5% | +16.5% | +32.9% | +32.3% |
| 1Y | +62.7% | +23.5% | +39.1% | +38.9% |
| All | +273.7% | -12.7% | +286.4% | +268.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling