+93.3%
ODFL vs EOSE
-58.6%
+151.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.5% | +0.8% | -2.6% |
| 7D | -3.0% | +15.0% | -18.0% | -3.6% |
| 30D | -14.3% | +2.5% | -16.7% | -14.5% |
| 3M | -26.7% | -33.7% | +7.0% | -25.9% |
| 6M | -7.5% | -32.7% | +25.3% | -7.3% |
| YTD | +16.5% | -63.8% | +80.3% | +18.6% |
| 1Y | +23.5% | -40.5% | +64.1% | +22.0% |
| 3Y | -12.1% | +50.4% | -62.4% | -21.5% |
| 5Y | +28.9% | -68.6% | +97.5% | +6.1% |
| All | +93.3% | -58.6% | +151.9% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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