+719.8%
ODFL vs EIX
+19.9%
+700.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -3.3% | -1.4% | -1.9% | -3.0% |
| 30D | -15.3% | -19.3% | +4.0% | -11.9% |
| 3M | -27.3% | -21.7% | -5.7% | -23.9% |
| 6M | -4.5% | -19.8% | +15.3% | -0.8% |
| YTD | +15.1% | -3.0% | +18.2% | +13.2% |
| 1Y | +21.1% | +5.1% | +16.0% | +16.2% |
| 3Y | -14.1% | -7.0% | -7.1% | -16.5% |
| 5Y | +26.6% | +22.0% | +4.6% | +13.9% |
| All | +719.8% | +19.9% | +700.0% | +639.1% |
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