+21.1%
ODFL vs ACI
-32.3%
+53.4%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.2% | -3.7% | -0.6% |
| 7D | -3.3% | -3.7% | +0.5% | -3.0% |
| 30D | -15.3% | +0.6% | -15.9% | -15.4% |
| 3M | -27.3% | -20.3% | -7.0% | -26.3% |
| 6M | -4.5% | -24.7% | +20.2% | -3.1% |
| YTD | +15.1% | -27.2% | +42.4% | +16.7% |
| 1Y | +21.1% | -32.7% | +53.8% | +22.9% |
| All | +21.1% | -32.3% | +53.4% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling