+84.2%
DOCN vs ODFL
+51.6%
+32.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +3.6% | +4.4% | +5.8% |
| 7D | -12.8% | -3.0% | -9.8% | -10.8% |
| 30D | -41.9% | -6.1% | -35.8% | -39.7% |
| 3M | -36.9% | -20.9% | -16.0% | -27.5% |
| 6M | -52.2% | -13.6% | -38.6% | -49.0% |
| YTD | +62.7% | +9.4% | +53.3% | +43.9% |
| 1Y | +58.2% | +22.9% | +35.3% | +28.6% |
| 3Y | +219.5% | -9.8% | +229.3% | +202.6% |
| 5Y | -32.9% | -0.4% | -32.5% | -45.7% |
| All | +84.2% | +51.6% | +32.6% | +41.0% |
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