-99.9%
DFNS vs ODFL
-11.6%
-88.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.7% |
| 7D | +0.8% | +0.2% | +0.6% | +0.9% |
| 30D | -73.2% | -13.4% | -59.8% | -74.2% |
| 3M | -72.4% | -24.2% | -48.3% | -73.3% |
| 6M | -95.2% | -3.3% | -91.9% | -95.4% |
| YTD | -98.0% | +19.8% | -117.8% | -98.1% |
| 1Y | -98.3% | +24.5% | -122.8% | -98.3% |
| 3Y | -99.9% | -9.6% | -90.2% | -99.9% |
| All | -99.9% | -11.6% | -88.3% | -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 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