+1,402.7%
DIS vs ODFL
+32,662.3%
-31,259.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -2.6% | -6.3% | +3.7% | -1.7% |
| 30D | +3.5% | -13.6% | +17.1% | +5.5% |
| 3M | +6.8% | -24.2% | +31.0% | +10.7% |
| 6M | +3.0% | -13.8% | +16.8% | +4.6% |
| YTD | -6.7% | +19.0% | -25.8% | -9.5% |
| 1Y | -10.1% | +25.7% | -35.8% | -13.5% |
| 3Y | +33.0% | -13.1% | +46.2% | +32.9% |
| 5Y | -40.0% | +26.7% | -66.6% | -43.4% |
| 10Y | +21.1% | +721.5% | -700.4% | -8.8% |
| All | +1,402.7% | +32,662.3% | -31,259.6% | +715.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling