+70.5%
DOCN vs ODFL
+46.3%
+24.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +4.5% |
| 7D | -19.2% | -4.4% | -14.7% | -16.7% |
| 30D | -43.1% | -6.1% | -37.0% | -41.0% |
| 3M | -40.7% | -21.9% | -18.8% | -31.4% |
| 6M | -55.0% | -17.6% | -37.4% | -50.5% |
| YTD | +50.6% | +5.6% | +45.0% | +36.0% |
| 1Y | +54.0% | +20.5% | +33.4% | +26.4% |
| 3Y | +203.9% | -14.8% | +218.7% | +199.1% |
| 5Y | -29.4% | -3.0% | -26.4% | -41.8% |
| All | +70.5% | +46.3% | +24.2% | +33.2% |
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