-9.6%
ODFL vs ARES
+47.3%
-56.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.0% |
| 7D | +0.2% | -0.3% | +0.5% | +0.2% |
| 30D | -13.4% | +1.3% | -14.7% | -13.9% |
| 3M | -24.2% | +10.4% | -34.5% | -27.1% |
| 6M | -3.3% | +29.0% | -32.3% | -13.0% |
| YTD | +19.8% | -12.2% | +32.0% | +23.9% |
| 1Y | +24.5% | -18.4% | +43.0% | +31.9% |
| 3Y | -9.6% | +43.2% | -52.8% | -28.2% |
| All | -9.6% | +47.3% | -56.9% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling