+723.3%
ODFL vs ALM
+2,776.7%
-2,053.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.6% | +8.8% | -0.6% |
| 7D | -2.8% | -7.1% | +4.3% | -2.7% |
| 30D | -13.7% | +24.7% | -38.3% | -14.1% |
| 3M | -23.4% | +8.3% | -31.7% | -23.6% |
| 6M | -7.2% | -22.2% | +15.0% | -7.1% |
| YTD | +15.6% | +88.1% | -72.4% | +14.1% |
| 1Y | +24.2% | +272.4% | -248.2% | +21.2% |
| 3Y | -12.8% | +2,004.1% | -2,016.9% | -17.3% |
| 5Y | +27.1% | +915.8% | -888.7% | +21.2% |
| All | +723.3% | +2,776.7% | -2,053.4% | +704.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling