-11.2%
ODFL vs ESI
+84.3%
-95.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +0.1% |
| 7D | -5.0% | +1.8% | -6.8% | -5.6% |
| 30D | -6.3% | -6.6% | +0.3% | -4.5% |
| 3M | -18.5% | -9.4% | -9.1% | -16.3% |
| 6M | -12.4% | -24.1% | +11.7% | -5.1% |
| YTD | +9.2% | +37.1% | -27.9% | -12.7% |
| 1Y | +23.0% | +24.5% | -1.6% | +2.9% |
| All | -11.2% | +84.3% | -95.5% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling