+246.3%
ZETA vs ODFL
+52.7%
+193.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.1% |
| 7D | -2.4% | +0.2% | -2.6% | -2.6% |
| 30D | +15.6% | -13.4% | +29.0% | +24.2% |
| 3M | +41.5% | -24.2% | +65.7% | +62.3% |
| 6M | +63.4% | -3.3% | +66.7% | +62.7% |
| YTD | +51.3% | +19.8% | +31.5% | +32.3% |
| 1Y | +65.8% | +24.5% | +41.3% | +41.4% |
| 3Y | +279.2% | -9.6% | +288.8% | +270.8% |
| 5Y | +341.8% | +28.0% | +313.7% | +226.6% |
| All | +246.3% | +52.7% | +193.6% | +166.1% |
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