+28.9%
ODFL vs EL
-68.4%
+97.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.2% | -1.9% |
| 7D | -3.0% | -2.4% | -0.7% | -2.4% |
| 30D | -14.3% | +13.7% | -27.9% | -17.9% |
| 3M | -26.7% | +14.5% | -41.2% | -30.0% |
| 6M | -7.5% | +7.4% | -14.9% | -10.8% |
| YTD | +16.5% | -4.7% | +21.2% | +15.6% |
| 1Y | +23.5% | +12.9% | +10.6% | +15.9% |
| 3Y | -12.1% | -32.2% | +20.2% | -8.1% |
| 5Y | +28.9% | -68.4% | +97.3% | +90.0% |
| All | +28.9% | -68.4% | +97.3% | +90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling