-9.6%
ODFL vs ED
+35.1%
-44.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.7% |
| 7D | +0.2% | +0.5% | -0.4% | +0.2% |
| 30D | -13.4% | +1.1% | -14.5% | -13.4% |
| 3M | -24.2% | +4.6% | -28.8% | -23.9% |
| 6M | -3.3% | -2.0% | -1.3% | -3.3% |
| YTD | +19.8% | +11.7% | +8.1% | +20.5% |
| 1Y | +24.5% | +15.7% | +8.8% | +25.3% |
| 3Y | -9.6% | +34.4% | -44.0% | -13.8% |
| All | -9.6% | +35.1% | -44.8% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling