+30,087.6%
ODFL vs ALK
+781.0%
+29,306.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.5% |
| 7D | -4.4% | +9.0% | -13.5% | -6.8% |
| 30D | -6.1% | -1.6% | -4.4% | -6.0% |
| 3M | -21.9% | -23.2% | +1.3% | -16.7% |
| 6M | -17.6% | -3.9% | -13.7% | -18.1% |
| YTD | +5.6% | -22.6% | +28.2% | +10.1% |
| 1Y | +20.5% | -5.3% | +25.8% | +18.9% |
| 3Y | -14.8% | +18.6% | -33.4% | -23.7% |
| 5Y | -3.0% | -34.4% | +31.4% | +0.2% |
| 10Y | +607.6% | -40.8% | +648.4% | +574.7% |
| All | +30,087.6% | +781.0% | +29,306.6% | +12,501.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling