-3.7%
ODFL vs ES
+1.4%
-5.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.9% | -0.4% | -2.5% |
| 7D | -4.4% | +1.9% | -6.3% | -5.0% |
| 30D | -6.1% | +7.1% | -13.1% | -7.9% |
| 3M | -21.9% | -1.9% | -19.9% | -21.5% |
| 6M | -17.6% | +4.4% | -21.9% | -18.8% |
| YTD | +5.6% | +7.3% | -1.7% | +2.9% |
| 1Y | +20.5% | +2.1% | +18.4% | +18.8% |
| 3Y | -14.8% | +41.8% | -56.7% | -26.3% |
| All | -3.7% | +1.4% | -5.1% | -2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling