+729.7%
ODFL vs ESI
+330.1%
+399.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.2% |
| 7D | -3.0% | +3.9% | -6.9% | -4.5% |
| 30D | -14.3% | -3.8% | -10.5% | -13.1% |
| 3M | -26.7% | -13.1% | -13.6% | -23.7% |
| 6M | -7.5% | +11.3% | -18.8% | -14.1% |
| YTD | +16.5% | +44.1% | -27.6% | -3.0% |
| 1Y | +23.5% | +40.3% | -16.8% | +3.6% |
| 3Y | -12.1% | +84.1% | -96.1% | -34.9% |
| 5Y | +28.9% | +75.8% | -46.9% | -4.0% |
| All | +729.7% | +330.1% | +399.7% | +356.6% |
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