+400.4%
ALAB vs ODFL
-10.6%
+411.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.7% | +9.7% |
| 7D | +7.2% | -6.3% | +13.5% | +8.9% |
| 30D | -2.5% | -13.6% | +11.1% | +0.9% |
| 3M | -13.3% | -24.2% | +10.9% | -7.7% |
| 6M | +172.8% | -13.8% | +186.6% | +179.9% |
| YTD | +86.6% | +19.0% | +67.5% | +73.8% |
| 1Y | +65.2% | +25.7% | +39.5% | +50.7% |
| All | +400.4% | -10.6% | +411.0% | +366.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling