+859.1%
ODFL vs ARES
+1,196.0%
-336.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.4% |
| 7D | -6.3% | -1.7% | -4.6% | -5.7% |
| 30D | -13.6% | +0.3% | -13.9% | -13.8% |
| 3M | -24.2% | +8.5% | -32.7% | -26.9% |
| 6M | -13.8% | +23.5% | -37.3% | -21.3% |
| YTD | +19.0% | -11.2% | +30.3% | +21.6% |
| 1Y | +25.7% | -19.3% | +45.0% | +32.1% |
| 3Y | -13.1% | +48.7% | -61.8% | -29.0% |
| 5Y | +26.7% | +106.5% | -79.9% | -10.2% |
| 10Y | +721.5% | +1,055.3% | -333.8% | +255.6% |
| All | +859.1% | +1,196.0% | -336.9% | +290.4% |
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