-9.1%
ODFL vs EL
+3.0%
-12.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +5.8% | +1.5% | +4.3% | +5.5% |
| 30D | -5.3% | +10.0% | -15.3% | -7.5% |
| 3M | -19.0% | +28.4% | -47.4% | -24.0% |
| 6M | -7.5% | +37.1% | -44.5% | -14.9% |
| YTD | +11.8% | +7.8% | +4.0% | +8.0% |
| 1Y | +29.7% | +26.0% | +3.6% | +20.8% |
| 3Y | -9.1% | +3.8% | -13.0% | -23.4% |
| All | -9.1% | +3.0% | -12.1% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling