+24.5%
ODFL vs ALLY
+5.0%
+19.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.9% | +2.1% |
| 7D | +0.2% | +1.0% | -0.9% | -0.4% |
| 30D | -13.4% | -3.3% | -10.1% | -12.2% |
| 3M | -24.2% | +0.5% | -24.6% | -24.8% |
| 6M | -3.3% | +12.6% | -15.9% | -9.6% |
| YTD | +19.8% | -4.7% | +24.5% | +20.6% |
| 1Y | +24.5% | +5.2% | +19.3% | +20.1% |
| All | +24.5% | +5.0% | +19.5% | +20.1% |
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 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