+546.0%
ODFL vs ESI
+318.1%
+228.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +5.8% | +5.5% | +0.3% | +3.6% |
| 30D | -5.3% | -7.8% | +2.4% | -2.9% |
| 3M | -19.0% | -15.0% | -4.0% | -14.7% |
| 6M | -7.5% | -24.9% | +17.4% | +0.7% |
| YTD | +11.8% | +33.2% | -21.4% | -5.6% |
| 1Y | +29.7% | +24.9% | +4.7% | +12.4% |
| 3Y | -9.1% | +77.8% | -86.9% | -33.1% |
| 5Y | +0.2% | +37.1% | -36.9% | -20.0% |
| All | +546.0% | +318.1% | +228.0% | +243.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling