-14.8%
ODFL vs ALLE
+88.9%
-103.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.8% |
| 7D | -4.4% | -0.6% | -3.9% | -4.1% |
| 30D | -6.1% | +25.3% | -31.4% | -17.5% |
| 3M | -21.9% | +10.3% | -32.2% | -26.2% |
| 6M | -17.6% | +38.0% | -55.6% | -32.5% |
| YTD | +5.6% | +17.8% | -12.2% | -5.0% |
| 1Y | +20.5% | +13.6% | +6.9% | +10.9% |
| 3Y | -14.8% | +89.2% | -104.0% | -41.0% |
| All | -14.8% | +88.9% | -103.7% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling