+240.0%
ECHO vs ODFL
+5,673.1%
-5,433.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.9% |
| 3M | -28.0% | -24.2% | -3.8% | -21.9% |
| 6M | -21.2% | -13.8% | -7.5% | -18.1% |
| YTD | -17.4% | +19.0% | -36.4% | -22.5% |
| 1Y | +33.6% | +25.7% | +7.9% | +22.9% |
| 3Y | +419.7% | -13.1% | +432.8% | +417.4% |
| 5Y | +241.7% | +26.7% | +215.0% | +191.7% |
| 10Y | +180.8% | +721.5% | -540.7% | +33.5% |
| All | +240.0% | +5,673.1% | -5,433.1% | -3.1% |
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