+546.0%
ODFL vs ALM
+2,100.8%
-1,554.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.7% | -6.1% | +1.5% |
| 7D | +5.8% | +1.2% | +4.6% | +5.8% |
| 30D | -5.3% | -19.3% | +14.0% | -4.9% |
| 3M | -19.0% | -40.6% | +21.7% | -18.2% |
| 6M | -7.5% | -57.9% | +50.4% | -6.1% |
| YTD | +11.8% | -6.7% | +18.5% | +11.9% |
| 1Y | +29.7% | +20.2% | +9.5% | +29.2% |
| 3Y | -9.1% | +879.4% | -888.6% | -12.6% |
| 5Y | +0.2% | +415.3% | -415.1% | -3.3% |
| All | +546.0% | +2,100.8% | -1,554.8% | +541.0% |
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