+2,353.8%
ELV vs ODFL
+37,616.6%
-35,262.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.7% |
| 7D | -2.2% | -3.0% | +0.8% | -1.6% |
| 30D | -0.2% | -14.3% | +14.1% | +2.9% |
| 3M | -6.1% | -26.7% | +20.6% | -0.2% |
| 6M | +42.8% | -7.5% | +50.3% | +44.0% |
| YTD | +14.4% | +16.5% | -2.2% | +9.3% |
| 1Y | +28.6% | +23.5% | +5.1% | +21.1% |
| 3Y | -7.4% | -12.1% | +4.7% | -8.8% |
| 5Y | +14.5% | +28.9% | -14.5% | +1.0% |
| 10Y | +257.4% | +746.5% | -489.1% | +113.0% |
| All | +2,353.8% | +37,616.6% | -35,262.8% | +804.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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