+546.0%
ODFL vs ES
+98.2%
+447.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +5.8% | +2.7% | +3.1% | +5.0% |
| 30D | -5.3% | +7.6% | -12.9% | -7.3% |
| 3M | -19.0% | +0.5% | -19.5% | -19.2% |
| 6M | -7.5% | +7.6% | -15.1% | -9.7% |
| YTD | +11.8% | +10.2% | +1.6% | +8.1% |
| 1Y | +29.7% | +1.8% | +27.8% | +28.0% |
| 3Y | -9.1% | +55.4% | -64.5% | -22.5% |
| 5Y | +0.2% | +7.3% | -7.1% | -4.0% |
| All | +546.0% | +98.2% | +447.8% | +565.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling