+33,922.4%
ODFL vs ES
+1,061.9%
+32,860.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -6.3% | +0.3% | -6.6% | -6.4% |
| 30D | -13.6% | -2.0% | -11.6% | -13.1% |
| 3M | -24.2% | +1.7% | -25.9% | -24.7% |
| 6M | -13.8% | -3.5% | -10.2% | -13.2% |
| YTD | +19.0% | +7.9% | +11.1% | +15.9% |
| 1Y | +25.7% | +17.2% | +8.5% | +18.8% |
| 3Y | -13.1% | +29.3% | -42.4% | -21.5% |
| 5Y | +26.7% | -5.7% | +32.4% | +25.1% |
| 10Y | +721.5% | +85.2% | +636.3% | +548.8% |
| All | +33,922.4% | +1,061.9% | +32,860.5% | +16,083.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling