+31,109.0%
ODFL vs ED
+2,442.9%
+28,666.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -5.0% | -0.9% | -4.0% | -4.7% |
| 30D | -6.3% | +11.2% | -17.5% | -9.0% |
| 3M | -18.5% | +11.8% | -30.2% | -21.0% |
| 6M | -12.4% | +14.1% | -26.5% | -15.7% |
| YTD | +9.2% | +23.0% | -13.8% | +2.6% |
| 1Y | +23.0% | +23.7% | -0.7% | +15.3% |
| 3Y | -11.6% | +47.7% | -59.3% | -22.5% |
| 5Y | +0.1% | +82.6% | -82.5% | -17.9% |
| 10Y | +550.8% | +141.8% | +409.1% | +372.3% |
| All | +31,109.0% | +2,442.9% | +28,666.0% | +11,280.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling