-41.5%
DIS vs ODFL
+27.3%
-68.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.9% | -0.4% |
| 7D | -1.1% | +0.2% | -1.2% | -1.1% |
| 30D | +0.1% | -13.4% | +13.6% | +4.2% |
| 3M | +7.1% | -24.2% | +31.2% | +15.4% |
| 6M | +4.3% | -3.3% | +7.6% | +4.0% |
| YTD | -6.9% | +19.8% | -26.7% | -13.7% |
| 1Y | -10.3% | +24.5% | -34.8% | -18.2% |
| 3Y | +32.8% | -9.6% | +42.5% | +28.6% |
| 5Y | -41.5% | +28.0% | -69.5% | -53.3% |
| All | -41.5% | +27.3% | -68.8% | -53.3% |
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