-5.2%
DASH vs ODFL
+61.4%
-66.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.4% |
| 7D | +0.4% | -4.4% | +4.8% | +2.7% |
| 30D | -6.0% | -6.1% | 0.0% | -3.3% |
| 3M | -15.8% | -21.9% | +6.1% | -5.8% |
| 6M | +7.0% | -17.6% | +24.5% | +15.1% |
| YTD | -20.7% | +5.6% | -26.3% | -26.7% |
| 1Y | -8.5% | +20.5% | -29.1% | -21.7% |
| 3Y | +101.8% | -14.8% | +116.6% | +93.4% |
| 5Y | -9.6% | -3.0% | -6.6% | -29.0% |
| All | -5.2% | +61.4% | -66.6% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling