+24.5%
ODFL vs ALLE
-8.3%
+32.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | +0.2% | +2.8% | -2.6% | -1.1% |
| 30D | -13.4% | -7.6% | -5.8% | -10.3% |
| 3M | -24.2% | +22.8% | -46.9% | -32.5% |
| 6M | -3.3% | +4.6% | -7.9% | -5.4% |
| YTD | +19.8% | -1.2% | +21.0% | +17.8% |
| 1Y | +24.5% | -9.1% | +33.7% | +30.8% |
| All | +24.5% | -8.3% | +32.8% | +30.8% |
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