+341.6%
ZETA vs ODFL
+26.9%
+314.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.9% |
| 7D | -6.5% | -2.8% | -3.7% | -5.1% |
| 30D | +4.8% | -13.7% | +18.5% | +13.0% |
| 3M | +53.3% | -23.4% | +76.7% | +75.1% |
| 6M | +66.8% | -7.2% | +74.0% | +69.6% |
| YTD | +50.2% | +15.6% | +34.5% | +33.3% |
| 1Y | +62.0% | +24.2% | +37.9% | +37.6% |
| 3Y | +276.4% | -12.8% | +289.1% | +274.5% |
| 5Y | +341.6% | +27.1% | +314.5% | +217.7% |
| All | +341.6% | +26.9% | +314.7% | +217.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling