+258.5%
ECHO vs ODFL
+27.9%
+230.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.6% |
| 7D | +5.3% | -3.0% | +8.4% | +6.2% |
| 30D | +2.4% | -14.3% | +16.7% | +6.5% |
| 3M | -21.8% | -26.7% | +4.9% | -15.5% |
| 6M | -16.9% | -7.5% | -9.4% | -15.5% |
| YTD | -16.0% | +16.5% | -32.5% | -19.5% |
| 1Y | +9.3% | +23.5% | -14.3% | +3.0% |
| 3Y | +406.2% | -12.1% | +418.3% | +406.0% |
| All | +258.5% | +27.9% | +230.6% | +218.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling