+0.1%
ODFL vs ACI
-41.8%
+42.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.8% | +1.7% |
| 7D | -5.0% | -5.3% | +0.4% | -4.0% |
| 30D | -6.3% | +5.0% | -11.3% | -7.1% |
| 3M | -18.5% | +7.5% | -26.0% | -19.6% |
| 6M | -12.4% | -16.0% | +3.6% | -10.4% |
| YTD | +9.2% | -20.6% | +29.8% | +12.5% |
| 1Y | +23.0% | -23.5% | +46.5% | +27.5% |
| 3Y | -11.6% | -32.1% | +20.5% | -7.0% |
| 5Y | +0.1% | -42.5% | +42.7% | +5.5% |
| All | +0.1% | -41.8% | +42.0% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling