-99.9%
DFNS vs ODFL
+96.3%
-196.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.6% |
| 7D | -6.3% | -3.3% | -3.1% | -6.7% |
| 30D | -74.0% | -15.3% | -58.7% | -74.5% |
| 3M | -70.1% | -27.3% | -42.8% | -70.8% |
| 6M | -93.9% | -4.5% | -89.4% | -94.1% |
| YTD | -98.1% | +15.1% | -113.2% | -98.1% |
| 1Y | -98.3% | +21.1% | -119.4% | -98.3% |
| 3Y | -99.9% | -14.1% | -85.8% | -99.9% |
| 5Y | -99.9% | +26.6% | -126.5% | -99.9% |
| All | -99.9% | +96.3% | -196.1% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling