+25.7%
ODFL vs ALM
+318.3%
-292.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.2% |
| 7D | -6.3% | -2.6% | -3.7% | -6.1% |
| 30D | -13.6% | +32.0% | -45.6% | -15.1% |
| 3M | -24.2% | -15.0% | -9.1% | -23.8% |
| 6M | -13.8% | -10.1% | -3.7% | -14.3% |
| YTD | +19.0% | +99.4% | -80.4% | +16.8% |
| 1Y | +25.7% | +316.4% | -290.7% | +17.1% |
| All | +25.7% | +318.3% | -292.7% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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