+124.0%
EW vs ODFL
+745.7%
-621.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -3.4% | -2.8% | -0.6% | -2.6% |
| 30D | -7.4% | -13.7% | +6.3% | -3.8% |
| 3M | +0.9% | -23.4% | +24.3% | +7.9% |
| 6M | +1.2% | -7.2% | +8.3% | +2.0% |
| YTD | +1.8% | +15.6% | -13.8% | -4.2% |
| 1Y | +10.8% | +24.2% | -13.3% | +1.7% |
| 3Y | +17.1% | -12.8% | +29.9% | +13.5% |
| 5Y | -28.2% | +27.1% | -55.3% | -42.2% |
| All | +124.0% | +745.7% | -621.7% | +25.3% |
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 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