-0.4%
ODFL vs ALB
-62.4%
+62.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.8% | +3.6% |
| 7D | -3.0% | +9.5% | -12.5% | -4.8% |
| 30D | -6.1% | -2.1% | -4.0% | -5.8% |
| 3M | -20.9% | -24.1% | +3.3% | -16.9% |
| 6M | -13.6% | -51.0% | +37.4% | -1.6% |
| YTD | +9.4% | -29.3% | +38.8% | +13.5% |
| 1Y | +22.9% | +3.2% | +19.7% | +16.7% |
| 3Y | -9.8% | -9.3% | -0.5% | -19.2% |
| 5Y | -0.4% | -61.6% | +61.3% | +5.6% |
| All | -0.4% | -62.4% | +62.0% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling