+719.8%
ODFL vs ETR
+296.9%
+423.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.3% | -1.8% | -1.5% | -2.7% |
| 30D | -15.3% | -1.8% | -13.5% | -14.9% |
| 3M | -27.3% | -3.6% | -23.7% | -26.6% |
| 6M | -4.5% | +2.6% | -7.1% | -5.7% |
| YTD | +15.1% | +16.0% | -0.9% | +9.3% |
| 1Y | +21.1% | +20.1% | +1.0% | +13.5% |
| 3Y | -14.1% | +143.6% | -157.7% | -37.6% |
| 5Y | +26.6% | +124.4% | -97.8% | -5.8% |
| All | +719.8% | +296.9% | +423.0% | +515.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling