+25.7%
ODFL vs ALLE
-5.8%
+31.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.4% |
| 7D | -6.3% | -0.2% | -6.1% | -6.2% |
| 30D | -13.6% | -6.8% | -6.8% | -10.8% |
| 3M | -24.2% | +21.0% | -45.2% | -31.9% |
| 6M | -13.8% | +1.1% | -14.9% | -13.5% |
| YTD | +19.0% | -0.5% | +19.6% | +16.7% |
| 1Y | +25.7% | -7.3% | +32.9% | +30.5% |
| All | +25.7% | -5.8% | +31.5% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 1y: compounded portfolio wealth divided by compounded ALLE 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…
1y analysis · Full analysis span regression · 6 months rolling