-10.7%
ODFL vs EIX
-1.6%
-9.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.5% | -3.9% | -0.1% |
| 7D | +0.2% | +0.9% | -0.7% | 0.0% |
| 30D | -13.4% | -13.5% | +0.1% | -12.0% |
| 3M | -24.2% | -15.3% | -8.9% | -22.6% |
| 6M | -3.3% | -15.3% | +12.0% | -1.4% |
| YTD | +19.8% | +2.7% | +17.0% | +15.8% |
| 1Y | +24.5% | +17.4% | +7.1% | +16.3% |
| All | -10.7% | -1.6% | -9.0% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling