+121.4%
DAL vs ODFL
+565.4%
-444.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.7% |
| 7D | +2.3% | -5.0% | +7.3% | +4.9% |
| 30D | +14.3% | -6.3% | +20.6% | +17.9% |
| 3M | +1.3% | -18.5% | +19.8% | +11.6% |
| 6M | +29.3% | -12.4% | +41.7% | +36.5% |
| YTD | +33.0% | +9.2% | +23.8% | +23.8% |
| 1Y | +59.8% | +23.0% | +36.9% | +39.7% |
| 3Y | +177.2% | -11.6% | +188.8% | +174.6% |
| 5Y | +118.4% | +0.1% | +118.2% | +94.3% |
| 10Y | +121.4% | +550.8% | -429.4% | -29.3% |
| All | +121.4% | +565.4% | -444.0% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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