+27.7%
ODFL vs ARES
-9.0%
+36.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.1% | -5.2% | -0.5% |
| 7D | +3.5% | +10.5% | -7.0% | +0.9% |
| 30D | 0.0% | +16.8% | -16.8% | -4.0% |
| 3M | -18.1% | -3.2% | -14.9% | -17.5% |
| 6M | -6.4% | +16.4% | -22.8% | -10.1% |
| YTD | +14.9% | -12.4% | +27.3% | +20.0% |
| 1Y | +27.7% | -6.9% | +34.6% | +24.4% |
| All | +27.7% | -9.0% | +36.6% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 1y: compounded portfolio wealth divided by compounded ARES 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…
1y analysis · Full analysis span regression · 6 months rolling