+66.4%
DOCN vs ODFL
+51.4%
+15.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.9% | -10.9% | -12.9% |
| 7D | -29.3% | -1.0% | -28.2% | -28.6% |
| 30D | -46.0% | -4.2% | -41.8% | -44.7% |
| 3M | -43.2% | -20.7% | -22.5% | -34.8% |
| 6M | -53.7% | -12.8% | -41.0% | -50.8% |
| YTD | +46.9% | +9.2% | +37.7% | +30.1% |
| 1Y | +54.3% | +21.9% | +32.4% | +26.1% |
| 3Y | +185.5% | -11.5% | +197.1% | +174.7% |
| 5Y | -31.1% | +0.3% | -31.4% | -44.3% |
| All | +66.4% | +51.4% | +15.0% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling