-99.7%
DFNS vs ODFL
+27.3%
-126.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -5.0% |
| 7D | -6.0% | +5.8% | -11.8% | -4.3% |
| 30D | -71.2% | -5.3% | -65.9% | -71.8% |
| 3M | -94.5% | -19.0% | -75.6% | -95.2% |
| 6M | -96.5% | -7.5% | -89.1% | -97.2% |
| YTD | -99.6% | +11.8% | -111.4% | -99.7% |
| 1Y | -99.7% | +29.7% | -129.3% | -99.8% |
| All | -99.7% | +27.3% | -126.9% | -99.8% |
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