+723.3%
ODFL vs EL
+25.3%
+698.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | 0.0% |
| 7D | -2.8% | -4.4% | +1.6% | -1.4% |
| 30D | -13.7% | +10.3% | -23.9% | -17.0% |
| 3M | -23.4% | +13.4% | -36.7% | -27.2% |
| 6M | -7.2% | +3.1% | -10.2% | -9.8% |
| YTD | +15.6% | -6.9% | +22.5% | +15.2% |
| 1Y | +24.2% | +11.9% | +12.3% | +15.4% |
| 3Y | -12.8% | -33.8% | +21.1% | -8.7% |
| 5Y | +27.1% | -69.0% | +96.1% | +82.5% |
| All | +723.3% | +25.3% | +698.0% | +686.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling