-51.1%
DOCS vs ODFL
-2.0%
-49.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.9% | +0.6% | -2.2% |
| 7D | -1.3% | -1.0% | -0.3% | -0.9% |
| 30D | +19.4% | -4.2% | +23.6% | +21.3% |
| 3M | +53.4% | -20.7% | +74.1% | +69.2% |
| 6M | +28.8% | -12.8% | +41.5% | +34.0% |
| YTD | -25.1% | +9.2% | -34.3% | -31.7% |
| 1Y | -48.1% | +21.9% | -70.1% | -55.5% |
| 3Y | +51.4% | -11.5% | +62.9% | +42.5% |
| 5Y | -51.1% | +0.3% | -51.4% | -59.8% |
| All | -51.1% | -2.0% | -49.1% | -59.8% |
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