-10.7%
ODFL vs EL
-30.9%
+20.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | +0.2% | +1.7% | -1.5% | -0.2% |
| 30D | -13.4% | +15.5% | -28.9% | -16.3% |
| 3M | -24.2% | +20.6% | -44.7% | -27.4% |
| 6M | -3.3% | +10.5% | -13.8% | -6.3% |
| YTD | +19.8% | -1.9% | +21.7% | +18.6% |
| 1Y | +24.5% | +16.1% | +8.4% | +19.0% |
| All | -10.7% | -30.9% | +20.2% | -12.0% |
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