+800.6%
ODFL vs ARES
+1,157.9%
-357.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.3% |
| 7D | +5.8% | +0.5% | +5.4% | +5.6% |
| 30D | -5.3% | +19.7% | -25.0% | -11.5% |
| 3M | -19.0% | -9.0% | -10.0% | -16.5% |
| 6M | -7.5% | +11.5% | -19.0% | -12.1% |
| YTD | +11.8% | -13.8% | +25.6% | +15.0% |
| 1Y | +29.7% | -5.6% | +35.2% | +28.6% |
| 3Y | -9.1% | +36.1% | -45.3% | -23.5% |
| 5Y | +0.2% | +82.7% | -82.5% | -26.2% |
| 10Y | +566.3% | +1,101.7% | -535.4% | +188.3% |
| All | +800.6% | +1,157.9% | -357.3% | +269.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling