+398.6%
ZS vs ODFL
+281.6%
+117.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.8% |
| 7D | -3.1% | -3.3% | +0.2% | -1.6% |
| 30D | -7.2% | -15.3% | +8.1% | +0.3% |
| 3M | +30.5% | -27.3% | +57.8% | +50.7% |
| 6M | +7.0% | -4.5% | +11.5% | +6.4% |
| YTD | -26.8% | +15.1% | -42.0% | -35.1% |
| 1Y | -42.6% | +21.1% | -63.7% | -50.8% |
| 3Y | -0.3% | -14.1% | +13.8% | -3.3% |
| 5Y | -39.2% | +26.6% | -65.8% | -54.2% |
| All | +398.6% | +281.6% | +117.0% | +91.0% |
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