+29.7%
ODFL vs ESI
+21.7%
+8.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +5.8% | +5.5% | +0.3% | +4.5% |
| 30D | -5.3% | -7.8% | +2.4% | -3.9% |
| 3M | -19.0% | -15.0% | -4.0% | -16.3% |
| 6M | -7.5% | -24.9% | +17.4% | -2.4% |
| YTD | +11.8% | +33.2% | -21.4% | -11.8% |
| 1Y | +29.7% | +24.9% | +4.7% | +6.3% |
| All | +29.7% | +21.7% | +8.0% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling