-9.1%
ODFL vs ALK
+13.2%
-22.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.1% | +2.1% |
| 7D | +5.8% | -1.2% | +7.0% | +6.1% |
| 30D | -5.3% | +7.7% | -13.0% | -7.6% |
| 3M | -19.0% | -19.0% | 0.0% | -14.6% |
| 6M | -7.5% | -0.2% | -7.3% | -9.5% |
| YTD | +11.8% | -23.5% | +35.3% | +16.7% |
| 1Y | +29.7% | -9.1% | +38.8% | +28.2% |
| 3Y | -9.1% | +12.0% | -21.2% | -15.1% |
| All | -9.1% | +13.2% | -22.3% | -15.1% |
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