+550.4%
ODFL vs ALK
-39.7%
+590.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -5.4% | +12.9% | -18.4% | -8.6% |
| 30D | -7.7% | +5.5% | -13.2% | -9.3% |
| 3M | -20.8% | -12.1% | -8.7% | -18.5% |
| 6M | -15.0% | +1.7% | -16.8% | -17.0% |
| YTD | +7.6% | -17.4% | +25.0% | +10.2% |
| 1Y | +22.7% | -1.9% | +24.7% | +19.7% |
| 3Y | -12.9% | +21.2% | -34.1% | -22.7% |
| 5Y | -0.1% | -27.8% | +27.7% | -0.1% |
| 10Y | +550.4% | -41.0% | +591.4% | +522.8% |
| All | +550.4% | -39.7% | +590.1% | +522.8% |
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