-26.7%
DT vs ODFL
+26.9%
-53.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | -2.5% | -2.8% | +0.3% | -1.7% |
| 30D | +3.5% | -13.7% | +17.2% | +8.3% |
| 3M | +26.7% | -23.4% | +50.1% | +37.1% |
| 6M | +36.1% | -7.2% | +43.3% | +36.6% |
| YTD | +18.6% | +15.6% | +3.0% | +8.3% |
| 1Y | +7.9% | +24.2% | -16.3% | -4.7% |
| 3Y | +8.6% | -12.8% | +21.3% | +5.3% |
| 5Y | -26.7% | +27.1% | -53.8% | -43.6% |
| All | -26.7% | +26.9% | -53.6% | -43.6% |
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