-9.6%
ODFL vs ALM
+2,327.9%
-2,337.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.8% | -8.2% | +0.3% |
| 7D | +0.2% | +8.4% | -8.3% | -0.2% |
| 30D | -13.4% | +34.8% | -48.3% | -14.5% |
| 3M | -24.2% | +16.2% | -40.4% | -24.8% |
| 6M | -3.3% | +2.1% | -5.5% | -4.1% |
| YTD | +19.8% | +117.0% | -97.3% | +16.6% |
| 1Y | +24.5% | +313.9% | -289.3% | +19.1% |
| 3Y | -9.6% | +2,327.9% | -2,337.6% | -16.4% |
| All | -9.6% | +2,327.9% | -2,337.6% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling