+28.9%
ODFL vs ELF
+230.6%
-201.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -2.0% |
| 7D | -3.0% | -6.8% | +3.8% | -1.9% |
| 30D | -14.3% | +5.1% | -19.3% | -15.1% |
| 3M | -26.7% | +79.8% | -106.5% | -34.3% |
| 6M | -7.5% | +29.7% | -37.2% | -12.6% |
| YTD | +16.5% | +31.6% | -15.1% | +9.1% |
| 1Y | +23.5% | -27.9% | +51.4% | +26.2% |
| 3Y | -12.1% | -26.4% | +14.4% | -20.0% |
| 5Y | +28.9% | +235.6% | -206.7% | -40.4% |
| All | +28.9% | +230.6% | -201.7% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling