+535.4%
ODFL vs ALM
+1,942.8%
-1,407.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.5% | +7.2% | +0.8% |
| 7D | +0.6% | -4.0% | +4.7% | +0.7% |
| 30D | -6.3% | -30.5% | +24.2% | -5.6% |
| 3M | -19.1% | -46.9% | +27.8% | -18.1% |
| 6M | -9.9% | -65.5% | +55.6% | -8.2% |
| YTD | +9.9% | -13.4% | +23.3% | +10.2% |
| 1Y | +24.4% | +9.8% | +14.6% | +24.2% |
| 3Y | -11.0% | +783.1% | -794.1% | -14.3% |
| 5Y | -1.4% | +378.3% | -379.7% | -4.7% |
| All | +535.4% | +1,942.8% | -1,407.5% | +531.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling