+192.5%
ECHO vs ODFL
+742.1%
-549.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +3.7% | -3.3% | +7.0% | +4.9% |
| 30D | +0.7% | -15.3% | +16.0% | +6.1% |
| 3M | -27.3% | -27.3% | 0.0% | -19.6% |
| 6M | -17.0% | -4.5% | -12.5% | -16.1% |
| YTD | -14.3% | +15.1% | -29.5% | -19.1% |
| 1Y | +20.9% | +21.1% | -0.2% | +11.9% |
| 3Y | +423.0% | -14.1% | +437.1% | +423.5% |
| 5Y | +265.7% | +26.6% | +239.1% | +199.8% |
| All | +192.5% | +742.1% | -549.7% | +15.2% |
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 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