+54.1%
ZM vs ODFL
+254.4%
-200.2%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -5.7% | -3.3% | -2.4% | -4.8% |
| 30D | -9.1% | -15.3% | +6.2% | -4.6% |
| 3M | +3.5% | -27.3% | +30.8% | +13.5% |
| 6M | +25.7% | -4.5% | +30.2% | +25.6% |
| YTD | +10.8% | +15.1% | -4.4% | +3.1% |
| 1Y | +12.8% | +21.1% | -8.3% | +2.8% |
| 3Y | +33.1% | -14.1% | +47.2% | +31.1% |
| 5Y | -68.3% | +26.6% | -94.9% | -73.4% |
| All | +54.1% | +254.4% | -200.2% | +0.6% |
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