+31.9%
DIS vs ODFL
+559.8%
-527.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.1% |
| 7D | +1.9% | +5.8% | -3.9% | +0.1% |
| 30D | +9.2% | -5.3% | +14.5% | +10.8% |
| 3M | +13.5% | -19.0% | +32.5% | +20.7% |
| 6M | +14.3% | -7.5% | +21.8% | +15.7% |
| YTD | +5.4% | +11.8% | -6.4% | -1.0% |
| 1Y | +12.2% | +29.7% | -17.5% | +0.1% |
| 3Y | +37.2% | -9.1% | +46.3% | +32.2% |
| 5Y | -23.1% | +0.2% | -23.4% | -31.4% |
| All | +31.9% | +559.8% | -527.9% | -31.8% |
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