+393.1%
DXCM vs ODFL
+565.4%
-172.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -0.9% | 0.0% |
| 7D | -9.2% | -5.0% | -4.2% | -7.3% |
| 30D | -6.5% | -6.3% | -0.2% | -4.2% |
| 3M | -10.3% | -18.5% | +8.2% | -3.3% |
| 6M | +35.4% | -12.4% | +47.8% | +41.6% |
| YTD | +21.1% | +9.2% | +11.9% | +14.6% |
| 1Y | +38.2% | +23.0% | +15.3% | +24.5% |
| 3Y | -14.6% | -11.6% | -3.0% | -16.1% |
| 5Y | -49.6% | +0.1% | -49.7% | -55.3% |
| 10Y | +393.1% | +550.8% | -157.7% | +73.1% |
| All | +393.1% | +565.4% | -172.3% | +73.1% |
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