-100.0%
DFNS vs ODFL
+0.6%
-100.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | +0.7% | -20.0% | -19.3% |
| 7D | -12.7% | +0.6% | -13.3% | -12.6% |
| 30D | -65.2% | -6.3% | -58.9% | -65.4% |
| 3M | -94.6% | -19.1% | -75.5% | -94.7% |
| 6M | -96.2% | -9.9% | -86.3% | -96.4% |
| YTD | -99.6% | +9.9% | -109.5% | -99.6% |
| 1Y | -99.7% | +24.4% | -124.1% | -99.7% |
| 3Y | -100.0% | -11.0% | -89.0% | -100.0% |
| 5Y | -100.0% | -1.4% | -98.5% | -100.0% |
| All | -100.0% | +0.6% | -100.6% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling