+176.5%
DLR vs ODFL
+742.1%
-565.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | +0.1% | -3.3% | +3.4% | +0.9% |
| 30D | -4.3% | -15.3% | +11.0% | -0.3% |
| 3M | +3.8% | -27.3% | +31.1% | +12.1% |
| 6M | +5.8% | -4.5% | +10.3% | +6.1% |
| YTD | +23.5% | +15.1% | +8.4% | +17.2% |
| 1Y | +11.1% | +21.1% | -10.0% | +3.5% |
| 3Y | +57.9% | -14.1% | +72.0% | +56.6% |
| 5Y | +44.0% | +26.6% | +17.4% | +24.5% |
| All | +176.5% | +742.1% | -565.7% | +105.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling