+723.3%
ODFL vs ED
+109.0%
+614.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -2.8% | -1.9% | -0.9% | -2.5% |
| 30D | -13.7% | +0.1% | -13.8% | -13.7% |
| 3M | -23.4% | 0.0% | -23.4% | -23.4% |
| 6M | -7.2% | -2.5% | -4.6% | -6.9% |
| YTD | +15.6% | +10.1% | +5.5% | +13.3% |
| 1Y | +24.2% | +13.6% | +10.6% | +20.8% |
| 3Y | -12.8% | +32.4% | -45.2% | -19.0% |
| 5Y | +27.1% | +69.9% | -42.7% | +12.4% |
| All | +723.3% | +109.0% | +614.3% | +684.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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