+681.1%
ODFL vs ETSY
+129.6%
+551.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.3% |
| 7D | -3.0% | -12.9% | +9.9% | -0.7% |
| 30D | -14.3% | -11.5% | -2.8% | -12.6% |
| 3M | -26.7% | +3.5% | -30.3% | -27.6% |
| 6M | -7.5% | +27.6% | -35.1% | -12.4% |
| YTD | +16.5% | +28.4% | -11.9% | +9.8% |
| 1Y | +23.5% | +27.1% | -3.6% | +15.4% |
| 3Y | -12.1% | +6.0% | -18.1% | -17.6% |
| 5Y | +28.9% | -67.1% | +96.1% | +39.3% |
| 10Y | +746.5% | +421.9% | +324.6% | +506.3% |
| All | +681.1% | +129.6% | +551.4% | +447.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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