+28.9%
ODFL vs ENB
+68.4%
-39.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.5% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | -14.3% | -1.1% | -13.2% | -14.0% |
| 3M | -26.7% | -8.5% | -18.3% | -24.6% |
| 6M | -7.5% | -4.5% | -2.9% | -6.4% |
| YTD | +16.5% | +9.1% | +7.4% | +12.2% |
| 1Y | +23.5% | +8.0% | +15.6% | +19.2% |
| 3Y | -12.1% | +77.8% | -89.9% | -32.6% |
| 5Y | +28.9% | +69.4% | -40.5% | +6.0% |
| All | +28.9% | +68.4% | -39.5% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling