+28.9%
ODFL vs ARES
+97.0%
-68.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.4% | -1.4% |
| 7D | -3.0% | -2.7% | -0.3% | -1.9% |
| 30D | -14.3% | -2.4% | -11.9% | -13.5% |
| 3M | -26.7% | +3.9% | -30.6% | -28.4% |
| 6M | -7.5% | +26.4% | -33.9% | -17.8% |
| YTD | +16.5% | -14.9% | +31.4% | +22.0% |
| 1Y | +23.5% | -20.4% | +43.9% | +32.2% |
| 3Y | -12.1% | +38.8% | -50.9% | -31.3% |
| 5Y | +28.9% | +97.0% | -68.1% | -19.9% |
| All | +28.9% | +97.0% | -68.1% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling