+546.0%
ODFL vs EIX
+35.3%
+510.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +5.8% | +1.4% | +4.5% | +5.5% |
| 30D | -5.3% | +8.5% | -13.9% | -7.2% |
| 3M | -19.0% | -13.5% | -5.5% | -17.1% |
| 6M | -7.5% | -12.4% | +4.9% | -6.0% |
| YTD | +11.8% | +5.9% | +5.9% | +7.4% |
| 1Y | +29.7% | +7.6% | +22.1% | +24.0% |
| 3Y | -9.1% | +12.8% | -21.9% | -16.2% |
| 5Y | +0.2% | +19.2% | -19.0% | -9.5% |
| All | +546.0% | +35.3% | +510.7% | +475.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling