-10.0%
DIS vs ODFL
+21.5%
-31.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.4% |
| 7D | -3.5% | -3.0% | -0.5% | -3.0% |
| 30D | +1.0% | -14.3% | +15.2% | +3.7% |
| 3M | +5.7% | -26.7% | +32.4% | +11.9% |
| 6M | +3.3% | -7.5% | +10.7% | +3.3% |
| YTD | -7.7% | +16.5% | -24.3% | -13.1% |
| 1Y | -10.0% | +23.5% | -33.5% | -17.5% |
| All | -10.0% | +21.5% | -31.5% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling