+37,145.5%
ODFL vs EL
+1,685.7%
+35,459.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.9% |
| 7D | -6.3% | +0.8% | -7.1% | -6.5% |
| 30D | -13.6% | +19.8% | -33.4% | -18.9% |
| 3M | -24.2% | +25.7% | -49.9% | -30.0% |
| 6M | -13.8% | +5.4% | -19.2% | -16.7% |
| YTD | +19.0% | +0.2% | +18.8% | +15.9% |
| 1Y | +25.7% | +20.4% | +5.2% | +14.9% |
| 3Y | -13.1% | -32.1% | +19.0% | -10.9% |
| 5Y | +26.7% | -67.2% | +93.8% | +62.6% |
| 10Y | +721.5% | +31.7% | +689.7% | +570.6% |
| All | +37,145.5% | +1,685.7% | +35,459.8% | +18,937.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling