+5,950.1%
ODFL vs EFV
+256.4%
+5,693.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.2% |
| 7D | +0.2% | +1.0% | -0.8% | -0.7% |
| 30D | -13.4% | +0.2% | -13.6% | -13.6% |
| 3M | -24.2% | +9.6% | -33.8% | -29.8% |
| 6M | -3.3% | +14.0% | -17.3% | -13.3% |
| YTD | +19.8% | +18.5% | +1.3% | +4.1% |
| 1Y | +24.5% | +27.9% | -3.4% | +1.8% |
| 3Y | -9.6% | +92.4% | -102.1% | -47.3% |
| 5Y | +28.0% | +97.2% | -69.1% | -26.7% |
| 10Y | +735.3% | +163.0% | +572.2% | +276.0% |
| All | +5,950.1% | +256.4% | +5,693.8% | +1,918.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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