+546.0%
ODFL vs ALLY
+174.3%
+371.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +5.8% | +0.4% | +5.5% | +5.7% |
| 30D | -5.3% | +5.2% | -10.6% | -7.1% |
| 3M | -19.0% | -13.3% | -5.7% | -14.9% |
| 6M | -7.5% | -6.7% | -0.8% | -5.6% |
| YTD | +11.8% | -12.8% | +24.6% | +16.7% |
| 1Y | +29.7% | +0.7% | +29.0% | +28.8% |
| 3Y | -9.1% | +65.2% | -74.4% | -25.1% |
| 5Y | +0.2% | -10.1% | +10.4% | -3.0% |
| All | +546.0% | +174.3% | +371.8% | +324.1% |
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