+11.7%
DASH vs ODFL
+81.9%
-70.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | -10.6% | -6.3% | -4.3% | -7.9% |
| 30D | +2.2% | -13.6% | +15.7% | +9.1% |
| 3M | +32.3% | -24.2% | +56.5% | +49.2% |
| 6M | +19.1% | -13.8% | +32.9% | +24.8% |
| YTD | -6.5% | +19.0% | -25.6% | -18.2% |
| 1Y | -14.9% | +25.7% | -40.6% | -28.1% |
| 3Y | +151.9% | -13.1% | +165.1% | +145.5% |
| 5Y | +9.4% | +26.7% | -17.2% | -24.0% |
| All | +11.7% | +81.9% | -70.2% | -36.2% |
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 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