+592.4%
ODFL vs ALK
-37.5%
+629.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.1% | -3.5% | +1.7% |
| 7D | -3.0% | +8.9% | -11.9% | -5.4% |
| 30D | -6.1% | +5.9% | -12.0% | -7.9% |
| 3M | -20.9% | -16.5% | -4.4% | -17.4% |
| 6M | -13.6% | +2.1% | -15.7% | -15.6% |
| YTD | +9.4% | -17.1% | +26.5% | +12.0% |
| 1Y | +22.9% | -2.9% | +25.8% | +20.2% |
| 3Y | -9.8% | +24.5% | -34.3% | -20.6% |
| 5Y | -0.4% | -29.1% | +28.8% | 0.0% |
| 10Y | +592.4% | -39.1% | +631.5% | +537.4% |
| All | +592.4% | -37.5% | +629.9% | +537.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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