+272.3%
ODFL vs ALC
+17.1%
+255.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | +0.5% |
| 7D | -2.8% | -7.7% | +4.9% | +0.7% |
| 30D | -13.7% | -11.7% | -2.0% | -8.8% |
| 3M | -23.4% | +0.7% | -24.0% | -23.9% |
| 6M | -7.2% | -17.1% | +9.9% | +0.1% |
| YTD | +15.6% | -15.1% | +30.8% | +23.2% |
| 1Y | +24.2% | -14.1% | +38.3% | +31.4% |
| 3Y | -12.8% | -18.2% | +5.4% | -7.5% |
| 5Y | +27.1% | -19.2% | +46.3% | +32.7% |
| All | +272.3% | +17.1% | +255.2% | +220.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling