+33,922.3%
ODFL vs ETR
+3,533.2%
+30,389.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -6.3% | +1.4% | -7.7% | -6.6% |
| 30D | -13.6% | +1.0% | -14.6% | -13.8% |
| 3M | -24.2% | -1.3% | -22.9% | -24.0% |
| 6M | -13.8% | +1.9% | -15.7% | -14.5% |
| YTD | +19.0% | +18.2% | +0.9% | +13.7% |
| 1Y | +25.7% | +24.7% | +1.0% | +18.3% |
| 3Y | -13.1% | +150.7% | -163.8% | -32.3% |
| 5Y | +26.7% | +127.0% | -100.4% | +0.8% |
| 10Y | +721.5% | +295.5% | +426.0% | +466.1% |
| All | +33,922.3% | +3,533.2% | +30,389.2% | +19,301.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling