+719.8%
ODFL vs ET
+177.0%
+542.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | -3.3% | +0.2% | -3.5% | -3.3% |
| 30D | -15.3% | +2.9% | -18.1% | -15.9% |
| 3M | -27.3% | +16.8% | -44.1% | -30.1% |
| 6M | -4.5% | +18.9% | -23.4% | -8.7% |
| YTD | +15.1% | +37.7% | -22.6% | +6.1% |
| 1Y | +21.1% | +32.4% | -11.4% | +12.5% |
| 3Y | -14.1% | +99.5% | -113.6% | -27.8% |
| 5Y | +26.6% | +244.0% | -217.4% | -6.3% |
| All | +719.8% | +177.0% | +542.8% | +537.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling