+92.2%
DASH vs ODFL
-10.6%
+102.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.4% |
| 7D | -4.1% | +0.6% | -4.7% | -4.3% |
| 30D | -10.6% | -6.3% | -4.3% | -9.1% |
| 3M | -18.8% | -19.1% | +0.3% | -14.4% |
| 6M | +11.2% | -9.9% | +21.1% | +13.0% |
| YTD | -23.8% | +9.9% | -33.7% | -27.8% |
| 1Y | -12.2% | +24.4% | -36.6% | -20.1% |
| All | +92.2% | -10.6% | +102.9% | +88.1% |
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