+28.0%
ODFL vs ESTC
-47.2%
+75.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.7% | +4.3% | +1.3% |
| 7D | +0.2% | -4.3% | +4.5% | +0.8% |
| 30D | -13.4% | +17.7% | -31.2% | -16.5% |
| 3M | -24.2% | +42.3% | -66.5% | -29.6% |
| 6M | -3.3% | +64.6% | -67.9% | -13.4% |
| YTD | +19.8% | +17.2% | +2.6% | +13.8% |
| 1Y | +24.5% | -4.2% | +28.7% | +22.4% |
| 3Y | -9.6% | +13.5% | -23.2% | -19.6% |
| 5Y | +28.0% | -45.5% | +73.6% | +15.9% |
| All | +28.0% | -47.2% | +75.3% | +15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling