+28.9%
ODFL vs EIX
+24.3%
+4.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -1.9% |
| 7D | -3.0% | +4.1% | -7.1% | -4.0% |
| 30D | -14.3% | -15.3% | +1.1% | -11.9% |
| 3M | -26.7% | -18.4% | -8.3% | -23.9% |
| 6M | -7.5% | -16.8% | +9.4% | -4.8% |
| YTD | +16.5% | -0.6% | +17.1% | +12.6% |
| 1Y | +23.5% | +10.7% | +12.9% | +14.9% |
| 3Y | -12.1% | -4.5% | -7.6% | -17.4% |
| 5Y | +28.9% | +24.0% | +4.9% | +7.9% |
| All | +28.9% | +24.3% | +4.6% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling