+33,922.3%
ODFL vs ENB
+9,550.1%
+24,372.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.3% |
| 7D | -6.3% | -0.2% | -6.1% | -6.2% |
| 30D | -13.6% | -2.2% | -11.4% | -13.1% |
| 3M | -24.2% | -10.5% | -13.7% | -22.0% |
| 6M | -13.8% | -5.1% | -8.7% | -12.8% |
| YTD | +19.0% | +9.0% | +10.1% | +15.8% |
| 1Y | +25.7% | +8.2% | +17.5% | +22.4% |
| 3Y | -13.1% | +67.8% | -80.9% | -25.5% |
| 5Y | +26.7% | +69.4% | -42.7% | +8.1% |
| 10Y | +721.5% | +117.5% | +604.0% | +538.5% |
| All | +33,922.3% | +9,550.1% | +24,372.3% | +20,884.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling