+723.3%
ODFL vs ARES
+971.5%
-248.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | +0.3% |
| 7D | -2.8% | -7.7% | +4.9% | +0.3% |
| 30D | -13.7% | -8.7% | -4.9% | -10.6% |
| 3M | -23.4% | +2.8% | -26.2% | -24.7% |
| 6M | -7.2% | +23.1% | -30.2% | -15.9% |
| YTD | +15.6% | -17.3% | +32.9% | +21.5% |
| 1Y | +24.2% | -24.3% | +48.5% | +34.3% |
| 3Y | -12.8% | +34.9% | -47.7% | -27.6% |
| 5Y | +27.1% | +93.5% | -66.4% | -11.1% |
| All | +723.3% | +971.5% | -248.2% | +236.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling