+992.3%
ODFL vs ALLY
+124.8%
+867.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | -6.3% | +3.7% | -10.0% | -7.5% |
| 30D | -13.6% | -2.3% | -11.3% | -12.9% |
| 3M | -24.2% | +3.8% | -28.0% | -25.3% |
| 6M | -13.8% | +9.7% | -23.5% | -16.8% |
| YTD | +19.0% | -1.4% | +20.5% | +19.1% |
| 1Y | +25.7% | +8.2% | +17.4% | +21.4% |
| 3Y | -13.1% | +66.5% | -79.6% | -28.9% |
| 5Y | +26.7% | +1.2% | +25.5% | +17.4% |
| 10Y | +721.5% | +191.4% | +530.1% | +401.3% |
| All | +992.3% | +124.8% | +867.5% | +594.8% |
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