-98.2%
DFNS vs ODFL
+23.6%
-121.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.2% |
| 7D | -3.3% | -2.8% | -0.5% | -4.5% |
| 30D | -73.1% | -13.7% | -59.4% | -75.2% |
| 3M | -71.4% | -23.4% | -48.0% | -73.8% |
| 6M | -93.8% | -7.2% | -86.7% | -94.8% |
| YTD | -98.0% | +15.6% | -113.7% | -98.5% |
| 1Y | -98.2% | +24.2% | -122.3% | -98.7% |
| All | -98.2% | +23.6% | -121.7% | -98.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling