+55.7%
ZTS vs ODFL
+742.1%
-686.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -3.7% | -3.3% | -0.5% | -2.7% |
| 30D | -0.8% | -15.3% | +14.5% | +4.5% |
| 3M | -9.7% | -27.3% | +17.6% | -0.5% |
| 6M | -38.4% | -4.5% | -33.9% | -38.1% |
| YTD | -41.1% | +15.1% | -56.2% | -44.7% |
| 1Y | -50.6% | +21.1% | -71.7% | -54.6% |
| 3Y | -59.1% | -14.1% | -45.0% | -59.7% |
| 5Y | -62.7% | +26.6% | -89.3% | -69.6% |
| All | +55.7% | +742.1% | -686.4% | -25.1% |
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 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