-48.1%
DOCS vs ODFL
+18.6%
-66.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.5% |
| 7D | -0.8% | -4.4% | +3.7% | 0.0% |
| 30D | +17.4% | -6.1% | +23.5% | +18.4% |
| 3M | +57.4% | -21.9% | +79.2% | +62.8% |
| 6M | +26.5% | -17.6% | +44.1% | +30.3% |
| YTD | -26.6% | +5.6% | -32.2% | -30.8% |
| 1Y | -48.1% | +20.5% | -68.6% | -54.9% |
| All | -48.1% | +18.6% | -66.7% | -54.9% |
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