+67.3%
DVN vs ODFL
+742.1%
-674.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +4.5% | -3.3% | +7.8% | +5.9% |
| 30D | +12.0% | -15.3% | +27.3% | +19.3% |
| 3M | +13.4% | -27.3% | +40.7% | +28.0% |
| 6M | +12.1% | -4.5% | +16.6% | +10.8% |
| YTD | +38.8% | +15.1% | +23.7% | +24.9% |
| 1Y | +46.0% | +21.1% | +24.9% | +27.5% |
| 3Y | +9.5% | -14.1% | +23.6% | +6.4% |
| 5Y | +125.3% | +26.6% | +98.7% | +67.0% |
| All | +67.3% | +742.1% | -674.9% | -57.3% |
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