+103.1%
DOCN vs ODFL
+54.9%
+48.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.7% | -5.8% | -5.2% |
| 7D | +19.1% | +5.8% | +13.3% | +15.2% |
| 30D | -21.0% | -5.3% | -15.7% | -18.3% |
| 3M | -34.7% | -19.0% | -15.8% | -26.1% |
| 6M | -45.8% | -7.5% | -38.3% | -44.5% |
| YTD | +79.4% | +11.8% | +67.6% | +56.6% |
| 1Y | +91.0% | +29.7% | +61.4% | +49.9% |
| 3Y | +237.5% | -9.1% | +246.6% | +219.0% |
| 5Y | -30.4% | +0.2% | -30.6% | -44.2% |
| All | +103.1% | +54.9% | +48.2% | +53.4% |
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