+723.3%
ODFL vs ESI
+310.7%
+412.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | +0.9% |
| 7D | -2.8% | -2.3% | -0.5% | -2.0% |
| 30D | -13.7% | -9.0% | -4.6% | -10.6% |
| 3M | -23.4% | -13.3% | -10.1% | -20.3% |
| 6M | -7.2% | +5.3% | -12.4% | -12.0% |
| YTD | +15.6% | +37.6% | -22.0% | -2.0% |
| 1Y | +24.2% | +33.6% | -9.4% | +6.1% |
| 3Y | -12.8% | +75.8% | -88.5% | -34.3% |
| 5Y | +27.1% | +68.6% | -41.5% | -3.8% |
| All | +723.3% | +310.7% | +412.6% | +360.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ESI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling