+21.1%
ODFL vs EQNR
+93.1%
-72.0%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.5% |
| 7D | -3.3% | +6.4% | -9.7% | -2.6% |
| 30D | -15.3% | +10.4% | -25.6% | -14.3% |
| 3M | -27.3% | +23.1% | -50.4% | -25.5% |
| 6M | -4.5% | +36.3% | -40.8% | -2.8% |
| YTD | +15.1% | +96.0% | -80.8% | +13.6% |
| 1Y | +21.1% | +94.2% | -73.1% | +19.9% |
| All | +21.1% | +93.1% | -72.0% | +19.9% |
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