-8.2%
DHR vs ODFL
-13.7%
+5.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -3.6% | -3.3% | -0.4% | -2.8% |
| 30D | -2.7% | -15.3% | +12.5% | +1.3% |
| 3M | +10.9% | -27.3% | +38.3% | +19.8% |
| 6M | +3.0% | -4.5% | +7.5% | +3.2% |
| YTD | -12.2% | +15.1% | -27.4% | -16.7% |
| 1Y | +3.3% | +21.1% | -17.8% | -3.6% |
| 3Y | -8.2% | -14.1% | +5.9% | -9.3% |
| All | -8.2% | -13.7% | +5.5% | -9.3% |
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