+281.0%
ODFL vs ESTC
+31.2%
+249.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.9% |
| 7D | -6.3% | -8.1% | +1.8% | -4.8% |
| 30D | -13.6% | +31.7% | -45.3% | -18.8% |
| 3M | -24.2% | +41.1% | -65.2% | -29.9% |
| 6M | -13.8% | +77.1% | -90.9% | -24.5% |
| YTD | +19.0% | +21.7% | -2.7% | +11.6% |
| 1Y | +25.7% | +8.4% | +17.3% | +19.7% |
| 3Y | -13.1% | +23.6% | -36.7% | -24.5% |
| 5Y | +26.7% | -46.5% | +73.1% | +22.3% |
| All | +281.0% | +31.2% | +249.8% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling