+390.7%
ZS vs ODFL
+297.0%
+93.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.9% |
| 7D | -9.2% | +0.2% | -9.4% | -9.3% |
| 30D | -4.0% | -13.4% | +9.4% | +2.7% |
| 3M | +25.3% | -24.2% | +49.5% | +41.8% |
| 6M | -1.3% | -3.3% | +2.0% | -2.2% |
| YTD | -28.0% | +19.8% | -47.8% | -37.2% |
| 1Y | -42.5% | +24.5% | -67.0% | -51.3% |
| 3Y | +0.7% | -9.6% | +10.4% | -4.6% |
| 5Y | -42.3% | +28.0% | -70.3% | -56.8% |
| All | +390.7% | +297.0% | +93.8% | +84.6% |
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 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