+365.7%
ALAB vs ODFL
-10.1%
+375.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.6% | -7.1% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | -13.6% | -13.4% | -0.1% | -10.5% |
| 3M | -16.6% | -24.2% | +7.6% | -11.3% |
| 6M | +142.3% | -3.3% | +145.6% | +142.3% |
| YTD | +73.6% | +19.8% | +53.9% | +61.4% |
| 1Y | +33.7% | +24.5% | +9.1% | +22.3% |
| All | +365.7% | -10.1% | +375.7% | +333.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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