+76.7%
DDOG vs ODFL
-9.1%
+85.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.4% |
| 7D | +2.9% | +5.8% | -3.0% | +1.9% |
| 30D | -31.6% | -5.3% | -26.3% | -31.1% |
| 3M | -27.0% | -19.0% | -8.0% | -24.6% |
| 6M | -10.3% | -7.5% | -2.8% | -9.5% |
| YTD | +35.4% | +11.8% | +23.6% | +28.4% |
| 1Y | -1.0% | +29.7% | -30.6% | -9.9% |
| 3Y | +76.7% | -9.1% | +85.8% | +68.7% |
| All | +76.7% | -9.1% | +85.8% | +68.7% |
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