+28.9%
ODFL vs ECL
+25.4%
+3.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -1.4% |
| 7D | -3.0% | -2.7% | -0.3% | -1.4% |
| 30D | -14.3% | -4.3% | -10.0% | -12.1% |
| 3M | -26.7% | +3.2% | -29.9% | -28.4% |
| 6M | -7.5% | -2.9% | -4.6% | -6.3% |
| YTD | +16.5% | +4.3% | +12.3% | +13.2% |
| 1Y | +23.5% | +1.6% | +21.9% | +21.4% |
| 3Y | -12.1% | +54.3% | -66.3% | -34.4% |
| 5Y | +28.9% | +26.5% | +2.4% | +2.8% |
| All | +28.9% | +25.4% | +3.5% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling