+573.9%
EWT vs ODFL
+43,406.9%
-42,833.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.4% |
| 7D | -1.1% | -2.8% | +1.7% | -0.4% |
| 30D | +4.8% | -13.7% | +18.5% | +8.4% |
| 3M | +11.1% | -23.4% | +34.5% | +18.0% |
| 6M | +54.6% | -7.2% | +61.8% | +56.4% |
| YTD | +71.4% | +15.6% | +55.8% | +63.6% |
| 1Y | +82.1% | +24.2% | +57.9% | +70.2% |
| 3Y | +193.2% | -12.8% | +206.0% | +190.3% |
| 5Y | +146.1% | +27.1% | +119.0% | +116.8% |
| 10Y | +505.0% | +739.9% | -234.9% | +231.9% |
| All | +573.9% | +43,406.9% | -42,833.0% | +86.5% |
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