-39.3%
DXCM vs ODFL
+25.9%
-65.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.2% |
| 7D | -6.5% | -3.0% | -3.5% | -5.5% |
| 30D | -4.3% | -14.3% | +10.0% | +1.0% |
| 3M | +7.3% | -26.7% | +34.0% | +19.5% |
| 6M | +22.0% | -7.5% | +29.5% | +24.7% |
| YTD | +26.4% | +16.5% | +9.8% | +17.9% |
| 1Y | +7.0% | +23.5% | -16.5% | -2.8% |
| 3Y | -19.6% | -12.1% | -7.5% | -20.5% |
| 5Y | -39.3% | +28.9% | -68.2% | -52.5% |
| All | -39.3% | +25.9% | -65.2% | -52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling