-47.3%
DOCS vs ODFL
+32.0%
-79.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.4% | +6.2% |
| 7D | +1.2% | +3.5% | -2.3% | +0.8% |
| 30D | +21.3% | 0.0% | +21.3% | +21.1% |
| 3M | +58.4% | -18.1% | +76.5% | +62.5% |
| 6M | +39.3% | -6.4% | +45.7% | +40.5% |
| YTD | -21.7% | +14.9% | -36.6% | -27.3% |
| 1Y | -47.3% | +27.7% | -75.0% | -54.3% |
| All | -47.3% | +32.0% | -79.3% | -54.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling