+33,922.4%
ODFL vs EIX
+849.1%
+33,073.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -6.3% | -19.1% | +12.8% | -3.4% |
| 30D | -13.6% | -16.9% | +3.3% | -11.5% |
| 3M | -24.2% | -20.0% | -4.2% | -21.8% |
| 6M | -13.8% | -21.3% | +7.5% | -10.9% |
| YTD | +19.0% | -1.7% | +20.8% | +17.7% |
| 1Y | +25.7% | +9.6% | +16.1% | +21.6% |
| 3Y | -13.1% | -3.7% | -9.4% | -14.8% |
| 5Y | +26.7% | +22.6% | +4.0% | +18.5% |
| 10Y | +721.5% | +17.7% | +703.8% | +651.7% |
| All | +33,922.4% | +849.1% | +33,073.3% | +23,588.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling