-12.9%
ODFL vs ALM
+830.0%
-842.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -7.2% | +5.6% | -1.3% |
| 7D | -5.4% | -6.3% | +0.9% | -5.2% |
| 30D | -7.7% | -31.4% | +23.8% | -6.2% |
| 3M | -20.8% | -40.6% | +19.8% | -19.2% |
| 6M | -15.0% | -58.6% | +43.6% | -12.3% |
| YTD | +7.6% | -7.6% | +15.2% | +7.9% |
| 1Y | +22.7% | +13.8% | +8.9% | +22.3% |
| 3Y | -12.9% | +842.1% | -855.0% | -22.0% |
| All | -12.9% | +830.0% | -842.9% | -22.0% |
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 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