+27.7%
ODFL vs EFX
-7.5%
+35.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.4% |
| 7D | +3.5% | +9.2% | -5.7% | +1.2% |
| 30D | 0.0% | +34.8% | -34.8% | -7.7% |
| 3M | -18.1% | +8.8% | -26.9% | -20.3% |
| 6M | -6.4% | +12.3% | -18.7% | -9.9% |
| YTD | +14.9% | -10.6% | +25.5% | +19.7% |
| 1Y | +27.7% | -6.7% | +34.4% | +27.4% |
| All | +27.7% | -7.5% | +35.2% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling