+707.8%
ODFL vs ELF
+391.6%
+316.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.9% | -2.2% | +1.0% |
| 7D | +5.8% | +1.6% | +4.2% | +5.5% |
| 30D | -5.3% | +9.1% | -14.4% | -6.8% |
| 3M | -19.0% | +28.2% | -47.1% | -22.4% |
| 6M | -7.5% | +119.5% | -127.0% | -19.6% |
| YTD | +11.8% | +55.2% | -43.4% | +2.0% |
| 1Y | +29.7% | +58.6% | -28.9% | +17.9% |
| 3Y | -9.1% | +21.3% | -30.4% | -21.7% |
| 5Y | +0.2% | +276.2% | -276.0% | -32.4% |
| 10Y | +566.3% | +337.0% | +229.3% | +286.6% |
| All | +707.8% | +391.6% | +316.2% | +367.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling