+173.8%
DAL vs ODFL
-14.3%
+188.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.5% | +3.7% |
| 7D | +8.8% | -4.4% | +13.2% | +11.1% |
| 30D | +5.4% | -6.1% | +11.5% | +8.3% |
| 3M | -4.9% | -21.9% | +16.9% | +6.1% |
| 6M | +19.8% | -17.6% | +37.4% | +29.7% |
| YTD | +27.0% | +5.6% | +21.4% | +20.0% |
| 1Y | +52.5% | +20.5% | +31.9% | +34.6% |
| 3Y | +173.8% | -14.8% | +188.7% | +173.2% |
| All | +173.8% | -14.3% | +188.2% | +173.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling