+31,321.3%
ODFL vs ECL
+12,497.3%
+18,824.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.2% |
| 7D | +0.6% | -0.5% | +1.1% | +0.9% |
| 30D | -6.3% | +6.6% | -12.8% | -8.9% |
| 3M | -19.1% | +9.6% | -28.7% | -22.5% |
| 6M | -9.9% | +21.6% | -31.5% | -17.9% |
| YTD | +9.9% | +16.9% | -7.0% | +2.3% |
| 1Y | +24.4% | +17.9% | +6.5% | +15.2% |
| 3Y | -11.0% | +76.5% | -87.5% | -31.9% |
| 5Y | -1.4% | +36.6% | -38.1% | -16.3% |
| 10Y | +555.3% | +193.2% | +362.1% | +290.7% |
| All | +31,321.3% | +12,497.3% | +18,824.0% | +9,359.9% |
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