+459.9%
DDOG vs ODFL
+232.9%
+226.9%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | -6.1% | +0.2% | -6.2% | -6.2% |
| 30D | -10.1% | -13.4% | +3.3% | -4.8% |
| 3M | -9.3% | -24.2% | +14.9% | +1.1% |
| 6M | +67.2% | -3.3% | +70.5% | +65.7% |
| YTD | +54.6% | +19.8% | +34.8% | +36.7% |
| 1Y | +54.1% | +24.5% | +29.6% | +32.3% |
| 3Y | +115.3% | -9.6% | +124.9% | +105.1% |
| 5Y | +50.6% | +28.0% | +22.6% | +13.0% |
| All | +459.9% | +232.9% | +226.9% | +142.7% |
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 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