-19.0%
DXCM vs ODFL
-11.6%
-7.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.6% | -4.4% | -4.0% |
| 7D | -6.2% | +0.2% | -6.4% | -6.3% |
| 30D | -0.3% | -13.4% | +13.2% | +3.9% |
| 3M | +10.3% | -24.2% | +34.5% | +19.3% |
| 6M | +24.1% | -3.3% | +27.4% | +25.1% |
| YTD | +27.4% | +19.8% | +7.6% | +20.4% |
| 1Y | +8.4% | +24.5% | -16.2% | +1.0% |
| 3Y | -19.0% | -9.6% | -9.4% | -23.5% |
| All | -19.0% | -11.6% | -7.4% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling