-39.6%
ZS vs ODFL
+26.9%
-66.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | -8.1% | -2.8% | -5.3% | -6.9% |
| 30D | -8.4% | -13.7% | +5.2% | -2.1% |
| 3M | +31.1% | -23.4% | +54.4% | +47.0% |
| 6M | +4.4% | -7.2% | +11.5% | +5.1% |
| YTD | -27.3% | +15.6% | -42.9% | -35.9% |
| 1Y | -41.4% | +24.2% | -65.5% | -50.7% |
| 3Y | +1.7% | -12.8% | +14.4% | -2.4% |
| 5Y | -39.6% | +27.1% | -66.7% | -58.2% |
| All | -39.6% | +26.9% | -66.5% | -58.2% |
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 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