+4,510.6%
ODFL vs ET
+1,451.4%
+3,059.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -2.8% | +1.4% | -4.2% | -3.1% |
| 30D | -13.7% | +4.6% | -18.2% | -14.5% |
| 3M | -23.4% | +16.0% | -39.4% | -25.9% |
| 6M | -7.2% | +22.8% | -30.0% | -11.5% |
| YTD | +15.6% | +38.9% | -23.2% | +7.2% |
| 1Y | +24.2% | +34.1% | -9.9% | +15.9% |
| 3Y | -12.8% | +98.8% | -111.6% | -25.5% |
| 5Y | +27.1% | +246.8% | -219.7% | -4.2% |
| 10Y | +739.9% | +174.4% | +565.5% | +524.8% |
| All | +4,510.6% | +1,451.4% | +3,059.2% | +1,315.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling