+105.0%
DAL vs ODFL
+548.9%
-443.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.6% |
| 7D | +1.4% | +0.6% | +0.7% | +1.0% |
| 30D | +9.1% | -6.3% | +15.4% | +12.5% |
| 3M | -3.5% | -19.1% | +15.6% | +6.8% |
| 6M | +23.4% | -9.9% | +33.3% | +28.5% |
| YTD | +26.0% | +9.9% | +16.1% | +16.9% |
| 1Y | +44.6% | +24.4% | +20.2% | +25.6% |
| 3Y | +162.7% | -11.0% | +173.7% | +159.3% |
| 5Y | +113.0% | -1.4% | +114.4% | +91.3% |
| All | +105.0% | +548.9% | -443.8% | -33.4% |
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