+723.3%
ODFL vs EAT
+379.9%
+343.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -2.8% | -6.2% | +3.4% | -1.7% |
| 30D | -13.7% | -3.0% | -10.6% | -13.4% |
| 3M | -23.4% | +45.6% | -69.0% | -28.6% |
| 6M | -7.2% | +53.5% | -60.7% | -14.8% |
| YTD | +15.6% | +49.6% | -34.0% | +6.4% |
| 1Y | +24.2% | +38.9% | -14.7% | +15.0% |
| 3Y | -12.8% | +589.7% | -602.4% | -41.2% |
| 5Y | +27.1% | +318.7% | -291.5% | -10.1% |
| All | +723.3% | +379.9% | +343.4% | +482.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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