+149.4%
EWT vs ODFL
+25.4%
+124.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | -1.1% | -3.3% | +2.1% | -0.4% |
| 30D | +4.5% | -15.3% | +19.7% | +8.2% |
| 3M | +8.3% | -27.3% | +35.6% | +15.7% |
| 6M | +54.2% | -4.5% | +58.7% | +54.8% |
| YTD | +74.6% | +15.1% | +59.4% | +67.1% |
| 1Y | +84.9% | +21.1% | +63.8% | +74.4% |
| 3Y | +197.5% | -14.1% | +211.6% | +194.5% |
| All | +149.4% | +25.4% | +124.1% | +110.6% |
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