+114.1%
DT vs ODFL
+234.9%
-120.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -1.6% | -3.3% | +1.7% | -0.3% |
| 30D | +3.0% | -15.3% | +18.3% | +10.0% |
| 3M | +26.5% | -27.3% | +53.8% | +42.8% |
| 6M | +35.9% | -4.5% | +40.4% | +35.0% |
| YTD | +17.8% | +15.1% | +2.7% | +5.8% |
| 1Y | +4.1% | +21.1% | -17.0% | -9.4% |
| 3Y | +5.3% | -14.1% | +19.4% | +2.0% |
| 5Y | -27.2% | +26.6% | -53.8% | -46.6% |
| All | +114.1% | +234.9% | -120.8% | -18.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling