+31,848.5%
ODFL vs EFX
+6,805.8%
+25,042.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +5.8% | -0.8% | +6.6% | +6.1% |
| 30D | -5.3% | +25.1% | -30.4% | -12.5% |
| 3M | -19.0% | +1.7% | -20.6% | -20.1% |
| 6M | -7.5% | +18.4% | -25.8% | -13.8% |
| YTD | +11.8% | -12.5% | +24.3% | +14.1% |
| 1Y | +29.7% | -8.1% | +37.7% | +30.3% |
| 3Y | -9.1% | +4.8% | -13.9% | -14.0% |
| 5Y | +0.2% | -30.1% | +30.3% | +7.0% |
| 10Y | +566.3% | +81.5% | +484.8% | +416.8% |
| All | +31,848.5% | +6,805.8% | +25,042.6% | +15,502.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling