+384.5%
ALAB vs ODFL
-12.5%
+397.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.7% | +6.7% | +4.7% |
| 7D | +9.6% | -3.0% | +12.6% | +10.4% |
| 30D | -5.3% | -14.3% | +9.0% | -1.8% |
| 3M | -12.0% | -26.7% | +14.7% | -5.7% |
| 6M | +145.7% | -7.5% | +153.2% | +148.2% |
| YTD | +80.7% | +16.5% | +64.1% | +69.0% |
| 1Y | +40.1% | +23.5% | +16.6% | +28.2% |
| All | +384.5% | -12.5% | +397.0% | +353.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling