-13.7%
ODFL vs EFX
-12.7%
-1.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.8% |
| 7D | -2.8% | -11.1% | +8.3% | +1.1% |
| 30D | -13.7% | -7.4% | -6.3% | -11.6% |
| 3M | -23.4% | +1.5% | -24.8% | -24.5% |
| 6M | -7.2% | -13.7% | +6.5% | -3.1% |
| YTD | +15.6% | -21.9% | +37.5% | +24.5% |
| 1Y | +24.2% | -30.8% | +55.0% | +39.7% |
| All | -13.7% | -12.7% | -1.1% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling