+27.7%
ODFL vs ETR
+18.4%
+9.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.8% | +0.6% |
| 7D | +3.5% | +3.7% | -0.2% | +2.9% |
| 30D | 0.0% | +11.0% | -11.0% | -1.4% |
| 3M | -18.1% | +3.4% | -21.5% | -18.5% |
| 6M | -6.4% | -3.3% | -3.1% | -5.9% |
| YTD | +14.9% | +23.3% | -8.4% | +9.7% |
| 1Y | +27.7% | +19.2% | +8.5% | +22.9% |
| All | +27.7% | +18.4% | +9.3% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling