+36.4%
ECHO vs ODFL
+28.5%
+7.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.2% | -3.5% |
| 7D | +4.6% | +3.5% | +1.1% | +3.6% |
| 30D | +0.4% | 0.0% | +0.4% | -0.2% |
| 3M | +7.7% | -18.1% | +25.7% | +14.6% |
| 6M | -18.0% | -6.4% | -11.7% | -16.2% |
| YTD | -9.3% | +14.9% | -24.2% | -15.0% |
| All | +36.4% | +28.5% | +7.9% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling