+34,875.2%
ODFL vs EL
+1,821.4%
+33,053.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | +5.8% | +1.5% | +4.3% | +5.3% |
| 30D | -5.3% | +10.0% | -15.3% | -8.3% |
| 3M | -19.0% | +28.4% | -47.4% | -25.8% |
| 6M | -7.5% | +37.1% | -44.5% | -17.5% |
| YTD | +11.8% | +7.8% | +4.0% | +6.0% |
| 1Y | +29.7% | +26.0% | +3.6% | +16.9% |
| 3Y | -9.1% | +3.8% | -13.0% | -18.3% |
| 5Y | +0.2% | -65.2% | +65.4% | +26.1% |
| 10Y | +566.3% | +62.1% | +504.1% | +409.6% |
| All | +34,875.2% | +1,821.4% | +33,053.8% | +17,308.5% |
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