+235.7%
DIA vs ODFL
+559.8%
-324.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.4% |
| 7D | +2.1% | +5.8% | -3.7% | +0.4% |
| 30D | +1.5% | -5.3% | +6.8% | +3.0% |
| 3M | -2.4% | -19.0% | +16.6% | +3.6% |
| 6M | +6.0% | -7.5% | +13.4% | +7.4% |
| YTD | +10.1% | +11.8% | -1.7% | +3.8% |
| 1Y | +11.8% | +29.7% | -17.9% | +0.3% |
| 3Y | +59.7% | -9.1% | +68.9% | +54.4% |
| 5Y | +57.9% | +0.2% | +57.7% | +41.4% |
| All | +235.7% | +559.8% | -324.1% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling