-35.6%
DOCN vs ODFL
-3.3%
-32.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.3% | +5.8% | +4.6% |
| 7D | -19.2% | -4.4% | -14.7% | -16.6% |
| 30D | -43.1% | -6.1% | -37.0% | -40.9% |
| 3M | -40.7% | -21.9% | -18.8% | -31.1% |
| 6M | -55.0% | -17.6% | -37.4% | -50.4% |
| YTD | +50.6% | +5.6% | +45.0% | +35.3% |
| 1Y | +54.0% | +20.5% | +33.4% | +25.4% |
| 3Y | +203.9% | -14.8% | +218.7% | +197.4% |
| All | -35.6% | -3.3% | -32.3% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling