+27.7%
ODFL vs ELF
-3.2%
+30.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | +3.5% | -1.5% | +5.0% | +3.7% |
| 30D | 0.0% | +9.5% | -9.5% | -1.3% |
| 3M | -18.1% | +29.4% | -47.4% | -21.1% |
| 6M | -6.4% | +83.7% | -90.1% | -14.7% |
| YTD | +14.9% | +49.4% | -34.5% | +7.7% |
| 1Y | +27.7% | -3.9% | +31.6% | +24.7% |
| All | +27.7% | -3.2% | +30.9% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling