-57.0%
DOCS vs ODFL
+1.1%
-58.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.6% | -2.5% | -0.4% |
| 7D | 0.0% | -3.0% | +3.0% | +1.3% |
| 30D | +7.8% | -6.1% | +13.9% | +10.4% |
| 3M | +20.0% | -20.9% | +40.9% | +32.0% |
| 6M | +26.5% | -13.6% | +40.1% | +32.2% |
| YTD | -25.8% | +9.4% | -35.2% | -32.4% |
| 1Y | -39.5% | +22.9% | -62.4% | -48.2% |
| 3Y | +60.3% | -9.8% | +70.1% | +49.0% |
| 5Y | -57.0% | -0.4% | -56.7% | -64.5% |
| All | -57.0% | +1.1% | -58.1% | -64.5% |
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