-14.1%
ODFL vs EQX
+168.9%
-183.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.1% | -0.5% |
| 7D | -3.3% | -3.2% | -0.1% | -3.2% |
| 30D | -15.3% | +7.8% | -23.0% | -15.4% |
| 3M | -27.3% | +21.3% | -48.7% | -27.7% |
| 6M | -4.5% | -22.4% | +17.9% | -4.2% |
| YTD | +15.1% | -11.3% | +26.5% | +15.3% |
| 1Y | +21.1% | +13.5% | +7.6% | +20.8% |
| 3Y | -14.1% | +162.1% | -176.2% | -16.0% |
| All | -14.1% | +168.9% | -183.0% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 3y: compounded portfolio wealth divided by compounded EQX 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…
3y analysis · Full analysis span regression · 6 months rolling