+263.3%
DXCM vs ODFL
+745.7%
-482.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.0% |
| 7D | -5.8% | -2.8% | -3.0% | -4.8% |
| 30D | -5.6% | -13.7% | +8.1% | -0.3% |
| 3M | +13.0% | -23.4% | +36.4% | +24.8% |
| 6M | +24.7% | -7.2% | +31.8% | +27.3% |
| YTD | +27.3% | +15.6% | +11.7% | +18.3% |
| 1Y | +11.2% | +24.2% | -13.0% | -0.2% |
| 3Y | -19.0% | -12.8% | -6.3% | -19.8% |
| 5Y | -38.5% | +27.1% | -65.6% | -50.4% |
| All | +263.3% | +745.7% | -482.4% | +33.2% |
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