+28.0%
ODFL vs ALC
-15.6%
+43.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.5% |
| 7D | +0.2% | -3.7% | +3.8% | +1.9% |
| 30D | -13.4% | -3.7% | -9.7% | -12.1% |
| 3M | -24.2% | +4.6% | -28.7% | -26.1% |
| 6M | -3.3% | -14.6% | +11.3% | +3.3% |
| YTD | +19.8% | -11.9% | +31.6% | +25.8% |
| 1Y | +24.5% | -13.1% | +37.7% | +31.6% |
| 3Y | -9.6% | -15.0% | +5.4% | -6.0% |
| 5Y | +28.0% | -16.2% | +44.2% | +31.2% |
| All | +28.0% | -15.6% | +43.7% | +31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling