+23.5%
ODFL vs ALC
-14.0%
+37.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.3% |
| 7D | -3.0% | -5.3% | +2.3% | -1.0% |
| 30D | -14.3% | -7.1% | -7.2% | -12.0% |
| 3M | -26.7% | +0.8% | -27.5% | -27.3% |
| 6M | -7.5% | -16.0% | +8.5% | -0.3% |
| YTD | +16.5% | -12.7% | +29.3% | +21.7% |
| 1Y | +23.5% | -12.8% | +36.4% | +27.4% |
| All | +23.5% | -14.0% | +37.5% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling