-9.8%
ODFL vs ALC
+2.4%
-12.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.4% | +3.5% |
| 7D | -3.0% | +2.1% | -5.1% | -3.8% |
| 30D | -6.1% | +17.2% | -23.3% | -12.0% |
| 3M | -20.9% | +4.6% | -25.5% | -22.6% |
| 6M | -13.6% | +20.1% | -33.7% | -20.2% |
| YTD | +9.4% | -4.2% | +13.6% | +10.2% |
| 1Y | +22.9% | +2.1% | +20.8% | +20.4% |
| 3Y | -9.8% | +4.5% | -14.3% | -12.8% |
| All | -9.8% | +2.4% | -12.1% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling