+255.3%
ODFL vs ELAN
-29.1%
+284.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.2% | 0.0% |
| 7D | -2.8% | -6.4% | +3.6% | -1.1% |
| 30D | -13.7% | +0.6% | -14.2% | -14.0% |
| 3M | -23.4% | 0.0% | -23.3% | -23.8% |
| 6M | -7.2% | -3.4% | -3.7% | -7.7% |
| YTD | +15.6% | +1.0% | +14.6% | +13.5% |
| 1Y | +24.2% | +24.7% | -0.5% | +14.9% |
| 3Y | -12.8% | +97.2% | -110.0% | -33.4% |
| 5Y | +27.1% | -31.5% | +58.6% | +28.6% |
| All | +255.3% | -29.1% | +284.4% | +232.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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