+550.4%
ODFL vs ALLY
+182.8%
+367.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -0.9% |
| 7D | -5.4% | -0.7% | -4.8% | -5.2% |
| 30D | -7.7% | +1.1% | -8.8% | -8.1% |
| 3M | -20.8% | -13.2% | -7.6% | -16.9% |
| 6M | -15.0% | -13.5% | -1.6% | -11.0% |
| YTD | +7.6% | -14.3% | +21.9% | +13.0% |
| 1Y | +22.7% | -1.1% | +23.9% | +22.7% |
| 3Y | -12.9% | +62.0% | -74.9% | -27.7% |
| 5Y | -0.1% | -9.6% | +9.6% | -3.3% |
| 10Y | +550.4% | +176.0% | +374.5% | +308.5% |
| All | +550.4% | +182.8% | +367.6% | +308.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling