-9.6%
ODFL vs ESTC
+11.7%
-21.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.1% |
| 7D | +0.2% | -4.3% | +4.5% | +0.6% |
| 30D | -13.4% | +17.7% | -31.2% | -15.7% |
| 3M | -24.2% | +42.3% | -66.5% | -28.1% |
| 6M | -3.3% | +64.6% | -67.9% | -10.6% |
| YTD | +19.8% | +17.2% | +2.6% | +16.0% |
| 1Y | +24.5% | -4.2% | +28.7% | +24.1% |
| 3Y | -9.6% | +13.5% | -23.2% | -16.2% |
| All | -9.6% | +11.7% | -21.4% | -16.2% |
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