+23.5%
ODFL vs ESTC
-6.1%
+29.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.7% |
| 7D | -3.0% | -3.3% | +0.3% | -2.9% |
| 30D | -14.3% | +13.4% | -27.7% | -14.4% |
| 3M | -26.7% | +41.3% | -68.1% | -27.1% |
| 6M | -7.5% | +62.6% | -70.1% | -7.4% |
| YTD | +16.5% | +14.8% | +1.8% | +17.2% |
| 1Y | +23.5% | -5.1% | +28.6% | +22.6% |
| All | +23.5% | -6.1% | +29.6% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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