+34,131.0%
ODFL vs EFX
+6,200.1%
+27,930.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.6% |
| 7D | +0.2% | -7.8% | +8.0% | +2.7% |
| 30D | -13.4% | -5.7% | -7.7% | -12.0% |
| 3M | -24.2% | +2.5% | -26.7% | -25.4% |
| 6M | -3.3% | -16.7% | +13.4% | +1.5% |
| YTD | +19.8% | -20.2% | +40.0% | +26.7% |
| 1Y | +24.5% | -31.4% | +55.9% | +38.1% |
| 3Y | -9.6% | -10.5% | +0.9% | -9.7% |
| 5Y | +28.0% | -35.2% | +63.2% | +40.7% |
| 10Y | +735.3% | +40.2% | +695.1% | +602.0% |
| All | +34,131.0% | +6,200.1% | +27,930.9% | +17,219.2% |
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