+24.4%
ODFL vs ES
+1.3%
+23.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | +0.6% | -1.1% | +1.7% | +0.9% |
| 30D | -6.3% | +8.2% | -14.5% | -7.6% |
| 3M | -19.1% | +0.6% | -19.7% | -19.2% |
| 6M | -9.9% | +6.0% | -15.9% | -10.8% |
| YTD | +9.9% | +9.3% | +0.6% | +8.0% |
| 1Y | +24.4% | +1.1% | +23.3% | +24.1% |
| All | +24.4% | +1.3% | +23.1% | +24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling