-9.6%
ODFL vs ALK
+1.7%
-11.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.5% |
| 7D | +0.2% | +0.1% | 0.0% | +0.1% |
| 30D | -13.4% | -18.5% | +5.0% | -8.4% |
| 3M | -24.2% | -3.6% | -20.6% | -24.3% |
| 6M | -3.3% | -3.7% | +0.4% | -4.4% |
| YTD | +19.8% | -19.0% | +38.8% | +23.7% |
| 1Y | +24.5% | -36.0% | +60.6% | +36.9% |
| 3Y | -9.6% | +2.3% | -12.0% | -14.7% |
| All | -9.6% | +1.7% | -11.3% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling