+1,565.9%
DIS vs ODFL
+28,969.5%
-27,403.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.9% | +0.1% |
| 7D | +5.2% | -4.4% | +9.7% | +5.9% |
| 30D | +11.5% | -6.1% | +17.5% | +12.4% |
| 3M | +11.5% | -21.9% | +33.4% | +15.2% |
| 6M | +8.9% | -17.6% | +26.4% | +11.3% |
| YTD | +3.4% | +5.6% | -2.2% | +1.9% |
| 1Y | +7.2% | +20.5% | -13.3% | +3.7% |
| 3Y | +43.3% | -14.8% | +58.1% | +43.5% |
| 5Y | -31.4% | -3.0% | -28.5% | -33.1% |
| 10Y | +37.1% | +607.6% | -570.6% | +5.2% |
| All | +1,565.9% | +28,969.5% | -27,403.6% | +818.5% |
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 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