+760.2%
ODFL vs ELF
+357.0%
+403.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.3% |
| 7D | -6.3% | +5.4% | -11.6% | -7.1% |
| 30D | -13.6% | +27.0% | -40.6% | -17.1% |
| 3M | -24.2% | +113.2% | -137.4% | -33.6% |
| 6M | -13.8% | +36.6% | -50.4% | -19.1% |
| YTD | +19.0% | +44.2% | -25.2% | +10.2% |
| 1Y | +25.7% | -18.0% | +43.7% | +25.4% |
| 3Y | -13.1% | -19.9% | +6.8% | -19.4% |
| 5Y | +26.7% | +257.7% | -231.0% | -13.9% |
| All | +760.2% | +357.0% | +403.2% | +404.7% |
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 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