-99.9%
DFNS vs ODFL
+25.9%
-125.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.7% | -1.9% | -4.9% |
| 7D | +4.6% | -3.0% | +7.7% | +4.3% |
| 30D | -73.9% | -14.3% | -59.6% | -74.5% |
| 3M | -71.7% | -26.7% | -45.0% | -72.3% |
| 6M | -94.6% | -7.5% | -87.1% | -94.7% |
| YTD | -98.1% | +16.5% | -114.6% | -98.1% |
| 1Y | -98.3% | +23.5% | -121.8% | -98.4% |
| 3Y | -99.9% | -12.1% | -87.8% | -99.9% |
| 5Y | -99.9% | +28.9% | -128.8% | -99.9% |
| All | -99.9% | +25.9% | -125.8% | -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 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