+28.9%
ODFL vs ALM
+958.0%
-929.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -2.6% |
| 7D | -3.0% | +3.6% | -6.6% | -3.1% |
| 30D | -14.3% | +33.8% | -48.1% | -15.2% |
| 3M | -26.7% | +14.8% | -41.5% | -27.3% |
| 6M | -7.5% | -7.0% | -0.5% | -7.9% |
| YTD | +16.5% | +108.1% | -91.5% | +13.7% |
| 1Y | +23.5% | +313.8% | -290.2% | +18.4% |
| 3Y | -12.1% | +2,227.6% | -2,239.7% | -19.9% |
| 5Y | +28.9% | +956.6% | -927.7% | +19.3% |
| All | +28.9% | +958.0% | -929.1% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling