-10.7%
ODFL vs ELF
-24.1%
+13.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.3% |
| 7D | +0.2% | -1.2% | +1.3% | +0.3% |
| 30D | -13.4% | +5.9% | -19.3% | -14.2% |
| 3M | -24.2% | +99.5% | -123.7% | -31.2% |
| 6M | -3.3% | +26.5% | -29.8% | -7.1% |
| YTD | +19.8% | +37.2% | -17.4% | +13.4% |
| 1Y | +24.5% | -24.4% | +48.9% | +25.3% |
| All | -10.7% | -24.1% | +13.4% | -19.3% |
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