+33.6%
ECHO vs ODFL
+28.2%
+5.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +3.4% | -6.3% | +9.7% | +5.4% |
| 30D | +2.4% | -13.6% | +16.0% | +7.0% |
| 3M | -28.0% | -24.2% | -3.8% | -21.8% |
| 6M | -21.2% | -13.8% | -7.5% | -18.1% |
| YTD | -17.4% | +19.0% | -36.4% | -20.8% |
| 1Y | +33.6% | +25.7% | +7.9% | +23.6% |
| All | +33.6% | +28.2% | +5.4% | +23.6% |
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 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