+22.3%
DIS vs ODFL
+716.5%
-694.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | 0.0% |
| 7D | -3.5% | -3.0% | -0.5% | -2.6% |
| 30D | +1.0% | -14.3% | +15.2% | +5.8% |
| 3M | +5.7% | -26.7% | +32.4% | +16.0% |
| 6M | +3.3% | -7.5% | +10.7% | +4.5% |
| YTD | -7.7% | +16.5% | -24.3% | -14.1% |
| 1Y | -10.0% | +23.5% | -33.5% | -18.1% |
| 3Y | +31.7% | -12.1% | +43.8% | +28.9% |
| 5Y | -42.2% | +28.9% | -71.1% | -52.6% |
| 10Y | +22.3% | +746.5% | -724.1% | -41.7% |
| All | +22.3% | +716.5% | -694.2% | -41.7% |
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