+25.7%
ODFL vs EQNR
+85.2%
-59.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | -0.1% |
| 7D | -6.3% | +1.7% | -8.0% | -6.1% |
| 30D | -13.6% | +11.5% | -25.1% | -12.5% |
| 3M | -24.2% | +12.9% | -37.1% | -23.0% |
| 6M | -13.8% | +36.0% | -49.7% | -12.6% |
| YTD | +19.0% | +84.1% | -65.1% | +18.5% |
| 1Y | +25.7% | +83.8% | -58.1% | +25.4% |
| All | +25.7% | +85.2% | -59.5% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 1y: compounded portfolio wealth divided by compounded EQNR 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…
1y analysis · Full analysis span regression · 6 months rolling