+22.7%
ODFL vs ALLY
-1.7%
+24.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -0.5% |
| 7D | -5.4% | -0.7% | -4.8% | -5.1% |
| 30D | -7.7% | +1.1% | -8.8% | -8.3% |
| 3M | -20.8% | -13.2% | -7.6% | -15.1% |
| 6M | -15.0% | -13.5% | -1.6% | -9.2% |
| YTD | +7.6% | -14.3% | +21.9% | +15.9% |
| 1Y | +22.7% | -1.1% | +23.9% | +20.9% |
| All | +22.7% | -1.7% | +24.4% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling