+387.6%
EFA vs ODFL
+38,907.8%
-38,520.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.7% | +1.6% | -0.5% |
| 7D | -0.5% | -3.0% | +2.5% | +0.2% |
| 30D | -1.3% | -14.3% | +12.9% | +2.2% |
| 3M | +5.2% | -26.7% | +31.9% | +12.8% |
| 6M | +9.4% | -7.5% | +16.8% | +10.6% |
| YTD | +12.7% | +16.5% | -3.8% | +7.2% |
| 1Y | +19.3% | +23.5% | -4.3% | +11.5% |
| 3Y | +66.3% | -12.1% | +78.4% | +63.8% |
| 5Y | +53.4% | +28.9% | +24.4% | +34.0% |
| 10Y | +144.4% | +746.5% | -602.0% | +32.7% |
| All | +387.6% | +38,907.8% | -38,520.2% | +47.7% |
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