-11.2%
ODFL vs ESTC
+13.7%
-24.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | -5.0% | -2.6% | -2.3% | -4.6% |
| 30D | -6.3% | -8.6% | +2.3% | -5.4% |
| 3M | -18.5% | +14.4% | -32.8% | -20.4% |
| 6M | -12.4% | +73.3% | -85.7% | -19.4% |
| YTD | +9.2% | +15.7% | -6.5% | +5.8% |
| 1Y | +23.0% | -7.6% | +30.6% | +23.3% |
| All | -11.2% | +13.7% | -24.9% | -17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling