+1,461.3%
DVN vs ODFL
+31,973.1%
-30,511.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.9% | +1.6% |
| 7D | -0.1% | -3.0% | +2.9% | +0.3% |
| 30D | +8.0% | -14.3% | +22.2% | +10.3% |
| 3M | +11.9% | -26.7% | +38.7% | +16.6% |
| 6M | +10.6% | -7.5% | +18.1% | +11.0% |
| YTD | +35.4% | +16.5% | +18.8% | +31.1% |
| 1Y | +46.5% | +23.5% | +22.9% | +40.4% |
| 3Y | +3.0% | -12.1% | +15.0% | +2.5% |
| 5Y | +120.5% | +28.9% | +91.6% | +106.6% |
| 10Y | +62.5% | +746.5% | -684.0% | +23.1% |
| All | +1,461.3% | +31,973.1% | -30,511.8% | +812.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling