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  • DLR vs ODFL✓SelectedUSD · ODFLDLR vs ODFL performance historyLatest closeAs of+0.59%09/08
Stock and ETF performance explorer

DLR vs ODFL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,617.4%
ODFL return
+6,963.5%
Excess return
-3,346.1%
Maximum drawdown
-56.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioODFLExcessAlpha
1D+0.6%+0.6%0.0%+0.4%
7D+3.4%+0.2%+3.2%+3.3%
30D-2.2%-13.4%+11.2%+2.3%
3M+4.7%-24.2%+28.9%+14.0%
6M+9.0%-3.3%+12.3%+9.0%
YTD+24.1%+19.8%+4.4%+14.6%
1Y+20.9%+24.5%-3.6%+9.5%
3Y+60.0%-9.6%+69.7%+55.0%
5Y+35.3%+28.0%+7.3%+12.8%
10Y+165.8%+735.3%-569.5%+7.8%
All+3,617.4%+6,963.5%-3,346.1%+527.6%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling