+723.3%
ODFL vs ECL
+155.8%
+567.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -2.8% | -2.6% | -0.2% | -1.4% |
| 30D | -13.7% | -4.6% | -9.1% | -11.6% |
| 3M | -23.4% | +6.0% | -29.3% | -26.0% |
| 6M | -7.2% | -3.0% | -4.2% | -6.0% |
| YTD | +15.6% | +4.0% | +11.6% | +12.9% |
| 1Y | +24.2% | +2.0% | +22.2% | +22.1% |
| 3Y | -12.8% | +53.9% | -66.7% | -32.2% |
| 5Y | +27.1% | +27.1% | 0.0% | +6.8% |
| All | +723.3% | +155.8% | +567.5% | +328.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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