-5.7%
DT vs ODFL
+32.0%
-37.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -25.5% | +3.5% | -29.0% | -25.6% |
| 30D | -22.3% | 0.0% | -22.3% | -22.3% |
| 3M | +2.3% | -18.1% | +20.4% | +2.3% |
| 6M | +20.7% | -6.4% | +27.1% | +20.3% |
| YTD | +7.9% | +14.9% | -7.0% | +1.8% |
| 1Y | -5.7% | +27.7% | -33.4% | -13.2% |
| All | -5.7% | +32.0% | -37.7% | -13.2% |
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