-14.1%
ODFL vs EVRG
+72.5%
-86.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -15.3% | -1.2% | -14.1% | -15.1% |
| 3M | -27.3% | -0.6% | -26.7% | -27.2% |
| 6M | -4.5% | +2.4% | -6.9% | -4.8% |
| YTD | +15.1% | +15.5% | -0.3% | +13.0% |
| 1Y | +21.1% | +16.8% | +4.3% | +18.4% |
| 3Y | -14.1% | +75.0% | -89.1% | -19.3% |
| All | -14.1% | +72.5% | -86.6% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 3y: compounded portfolio wealth divided by compounded EVRG 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…
3y analysis · Full analysis span regression · 6 months rolling