+31,109.0%
ODFL vs ECL
+12,640.0%
+18,468.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.2% |
| 7D | -5.0% | -2.3% | -2.7% | -3.9% |
| 30D | -6.3% | +8.3% | -14.6% | -9.6% |
| 3M | -18.5% | +8.4% | -26.9% | -21.5% |
| 6M | -12.4% | +23.3% | -35.6% | -20.6% |
| YTD | +9.2% | +18.2% | -9.0% | +1.1% |
| 1Y | +23.0% | +18.8% | +4.2% | +13.5% |
| 3Y | -11.6% | +78.5% | -90.1% | -32.7% |
| 5Y | +0.1% | +40.1% | -39.9% | -15.8% |
| 10Y | +550.8% | +196.5% | +354.4% | +286.1% |
| All | +31,109.0% | +12,640.0% | +18,468.9% | +9,248.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling