+1,015.4%
ODFL vs ESI
+207.0%
+808.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | +0.3% |
| 7D | -5.0% | +1.8% | -6.8% | -5.5% |
| 30D | -6.3% | -6.6% | +0.3% | -4.8% |
| 3M | -18.5% | -9.4% | -9.1% | -16.7% |
| 6M | -12.4% | -24.1% | +11.7% | -6.6% |
| YTD | +9.2% | +37.1% | -27.9% | -4.0% |
| 1Y | +23.0% | +24.5% | -1.6% | +11.3% |
| 3Y | -11.6% | +83.2% | -94.8% | -29.4% |
| 5Y | +0.1% | +44.0% | -43.8% | -15.3% |
| 10Y | +550.8% | +332.8% | +218.0% | +314.6% |
| All | +1,015.4% | +207.0% | +808.4% | +654.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling