+33,922.3%
ODFL vs EAT
+5,074.0%
+28,848.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -6.3% | 0.0% | -6.3% | -6.3% |
| 30D | -13.6% | +1.9% | -15.5% | -14.2% |
| 3M | -24.2% | +68.7% | -92.8% | -32.6% |
| 6M | -13.8% | +66.9% | -80.7% | -23.8% |
| YTD | +19.0% | +60.4% | -41.4% | +5.8% |
| 1Y | +25.7% | +44.0% | -18.3% | +13.4% |
| 3Y | -13.1% | +604.7% | -617.8% | -46.7% |
| 5Y | +26.7% | +347.0% | -320.4% | -17.7% |
| 10Y | +721.5% | +390.8% | +330.7% | +346.0% |
| All | +33,922.3% | +5,074.0% | +28,848.3% | +9,187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling