+57.9%
DIA vs ODFL
+0.3%
+57.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.3% |
| 7D | +2.1% | +5.8% | -3.7% | +0.8% |
| 30D | +1.5% | -5.3% | +6.8% | +2.6% |
| 3M | -2.4% | -19.0% | +16.6% | +2.1% |
| 6M | +6.0% | -7.5% | +13.4% | +7.0% |
| YTD | +10.1% | +11.8% | -1.7% | +5.4% |
| 1Y | +11.8% | +29.7% | -17.9% | +3.0% |
| 3Y | +59.7% | -9.1% | +68.9% | +55.8% |
| All | +57.9% | +0.3% | +57.6% | +43.3% |
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 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