-0.4%
ODFL vs ETR
+157.6%
-158.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +5.8% | +1.2% | +4.7% | +5.5% |
| 30D | -5.3% | +7.0% | -12.3% | -7.1% |
| 3M | -19.0% | +4.6% | -23.6% | -20.0% |
| 6M | -7.5% | +0.1% | -7.6% | -7.7% |
| YTD | +11.8% | +23.2% | -11.4% | +4.5% |
| 1Y | +29.7% | +20.6% | +9.1% | +21.9% |
| 3Y | -9.1% | +156.3% | -165.4% | -37.0% |
| All | -0.4% | +157.6% | -158.0% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling