-12.6%
ODFL vs ALB
-29.2%
+16.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.8% |
| 7D | -6.3% | -8.1% | +1.8% | -5.1% |
| 30D | -13.6% | +6.3% | -19.9% | -14.6% |
| 3M | -24.2% | -23.6% | -0.6% | -21.2% |
| 6M | -13.8% | -24.6% | +10.8% | -10.9% |
| YTD | +19.0% | -10.3% | +29.3% | +18.2% |
| 1Y | +25.7% | +61.5% | -35.8% | +9.8% |
| All | -12.6% | -29.2% | +16.6% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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