+166.5%
ZTS vs ODFL
+1,461.5%
-1,295.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 7D | -4.8% | +0.2% | -4.9% | -4.8% |
| 30D | +1.2% | -13.4% | +14.7% | +5.7% |
| 3M | -6.0% | -24.2% | +18.2% | +2.0% |
| 6M | -38.7% | -3.3% | -35.4% | -38.6% |
| YTD | -40.6% | +19.8% | -60.4% | -44.8% |
| 1Y | -50.6% | +24.5% | -75.1% | -54.9% |
| 3Y | -58.7% | -9.6% | -49.1% | -59.9% |
| 5Y | -62.8% | +28.0% | -90.9% | -69.3% |
| 10Y | +56.2% | +735.3% | -679.1% | -30.7% |
| All | +166.5% | +1,461.5% | -1,295.0% | +4.3% |
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