+1,074.7%
ODFL vs ALLE
+260.9%
+813.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.5% |
| 7D | -6.3% | -0.2% | -6.1% | -6.1% |
| 30D | -13.6% | -6.8% | -6.8% | -10.3% |
| 3M | -24.2% | +21.0% | -45.2% | -32.1% |
| 6M | -13.8% | +1.1% | -14.9% | -15.1% |
| YTD | +19.0% | -0.5% | +19.6% | +18.0% |
| 1Y | +25.7% | -7.3% | +32.9% | +29.3% |
| 3Y | -13.1% | +42.3% | -55.4% | -29.1% |
| 5Y | +26.7% | +13.5% | +13.2% | +13.5% |
| 10Y | +721.5% | +144.0% | +577.5% | +392.5% |
| All | +1,074.7% | +260.9% | +813.9% | +492.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling