+283.3%
ODFL vs ALC
+24.0%
+259.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.1% |
| 7D | -6.3% | -2.1% | -4.2% | -5.4% |
| 30D | -13.6% | -0.1% | -13.5% | -13.7% |
| 3M | -24.2% | +5.9% | -30.1% | -26.4% |
| 6M | -13.8% | -15.9% | +2.1% | -7.5% |
| YTD | +19.0% | -10.1% | +29.1% | +23.6% |
| 1Y | +25.7% | -10.2% | +35.9% | +30.4% |
| 3Y | -13.1% | -13.6% | +0.4% | -10.1% |
| 5Y | +26.7% | -15.1% | +41.8% | +29.3% |
| All | +283.3% | +24.0% | +259.2% | +221.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling