+904.3%
ODFL vs ALLY
+99.9%
+804.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.9% | +2.7% | +3.3% |
| 7D | -3.0% | -0.2% | -2.8% | -2.9% |
| 30D | -6.1% | +3.4% | -9.5% | -7.3% |
| 3M | -20.9% | -11.1% | -9.8% | -17.7% |
| 6M | -13.6% | -11.5% | -2.1% | -10.2% |
| YTD | +9.4% | -12.3% | +21.8% | +14.0% |
| 1Y | +22.9% | +1.1% | +21.8% | +21.9% |
| 3Y | -9.8% | +64.8% | -74.6% | -25.6% |
| 5Y | -0.4% | -6.9% | +6.5% | -4.5% |
| 10Y | +592.4% | +194.9% | +397.4% | +322.1% |
| All | +904.3% | +99.9% | +804.4% | +565.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling