+33,922.3%
ODFL vs ALK
+851.1%
+33,071.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.4% |
| 7D | -6.3% | -0.7% | -5.6% | -6.1% |
| 30D | -13.6% | -19.2% | +5.6% | -8.7% |
| 3M | -24.2% | -1.5% | -22.7% | -24.5% |
| 6M | -13.8% | -13.1% | -0.7% | -12.0% |
| YTD | +19.0% | -16.4% | +35.5% | +22.1% |
| 1Y | +25.7% | -33.1% | +58.7% | +36.3% |
| 3Y | -13.1% | +0.6% | -13.7% | -18.4% |
| 5Y | +26.7% | -26.4% | +53.0% | +26.9% |
| 10Y | +721.5% | -34.2% | +755.6% | +663.6% |
| All | +33,922.3% | +851.1% | +33,071.2% | +13,876.6% |
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