+1,116.0%
ODFL vs ESI
+224.6%
+891.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.9% | -0.8% |
| 7D | -6.3% | +3.3% | -9.6% | -7.2% |
| 30D | -13.6% | -5.9% | -7.7% | -12.1% |
| 3M | -24.2% | -14.1% | -10.1% | -21.4% |
| 6M | -13.8% | +6.6% | -20.4% | -17.2% |
| YTD | +19.0% | +45.0% | -26.0% | +3.7% |
| 1Y | +25.7% | +41.5% | -15.8% | +10.1% |
| 3Y | -13.1% | +78.8% | -91.9% | -29.7% |
| 5Y | +26.7% | +70.9% | -44.2% | +3.0% |
| 10Y | +721.5% | +317.1% | +404.4% | +424.8% |
| All | +1,116.0% | +224.6% | +891.3% | +715.0% |
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