-0.4%
ODFL vs ALLE
+51.6%
-52.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.1% |
| 7D | +5.8% | +3.6% | +2.3% | +3.8% |
| 30D | -5.3% | +25.9% | -31.2% | -17.6% |
| 3M | -19.0% | +15.8% | -34.7% | -25.9% |
| 6M | -7.5% | +48.1% | -55.6% | -27.9% |
| YTD | +11.8% | +22.0% | -10.2% | -2.2% |
| 1Y | +29.7% | +18.0% | +11.6% | +15.7% |
| 3Y | -9.1% | +93.1% | -102.2% | -40.7% |
| All | -0.4% | +51.6% | -52.0% | -26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling