-9.1%
ODFL vs ELF
+24.2%
-33.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.2% |
| 7D | +5.8% | +1.6% | +4.2% | +5.6% |
| 30D | -5.3% | +9.1% | -14.4% | -6.5% |
| 3M | -19.0% | +28.2% | -47.1% | -21.8% |
| 6M | -7.5% | +119.5% | -127.0% | -17.4% |
| YTD | +11.8% | +55.2% | -43.4% | +4.0% |
| 1Y | +29.7% | +58.6% | -28.9% | +20.2% |
| 3Y | -9.1% | +21.3% | -30.4% | -30.8% |
| All | -9.1% | +24.2% | -33.4% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling