+723.3%
ODFL vs ENB
+94.4%
+628.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.1% | +0.7% |
| 7D | -2.8% | -4.6% | +1.8% | -1.1% |
| 30D | -13.7% | -5.2% | -8.5% | -12.0% |
| 3M | -23.4% | -13.4% | -10.0% | -19.3% |
| 6M | -7.2% | -7.8% | +0.7% | -4.7% |
| YTD | +15.6% | +4.9% | +10.7% | +12.7% |
| 1Y | +24.2% | +3.2% | +20.9% | +21.7% |
| 3Y | -12.8% | +71.0% | -83.7% | -31.0% |
| 5Y | +27.1% | +64.0% | -36.9% | +2.0% |
| All | +723.3% | +94.4% | +628.9% | +495.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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