-10.7%
ODFL vs ENB
+77.6%
-88.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | +0.2% | -0.5% | +0.6% | +0.2% |
| 30D | -13.4% | -0.2% | -13.2% | -13.4% |
| 3M | -24.2% | -7.5% | -16.7% | -23.2% |
| 6M | -3.3% | -4.1% | +0.8% | -2.8% |
| YTD | +19.8% | +9.8% | +10.0% | +17.5% |
| 1Y | +24.5% | +8.7% | +15.8% | +22.4% |
| All | -10.7% | +77.6% | -88.3% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling