+101.8%
DASH vs ODFL
-14.3%
+116.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.7% |
| 7D | +0.4% | -4.4% | +4.8% | +1.7% |
| 30D | -6.0% | -6.1% | 0.0% | -4.4% |
| 3M | -15.8% | -21.9% | +6.1% | -10.4% |
| 6M | +7.0% | -17.6% | +24.5% | +11.3% |
| YTD | -20.7% | +5.6% | -26.3% | -24.1% |
| 1Y | -8.5% | +20.5% | -29.1% | -16.2% |
| 3Y | +101.8% | -14.8% | +116.6% | +99.1% |
| All | +101.8% | -14.3% | +116.1% | +99.1% |
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