+27.7%
ODFL vs D
+23.9%
+3.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.5% | +0.1% |
| 7D | +3.5% | +8.5% | -5.0% | +1.8% |
| 30D | 0.0% | +14.3% | -14.3% | -2.4% |
| 3M | -18.1% | +1.8% | -19.9% | -18.5% |
| 6M | -6.4% | +13.0% | -19.4% | -8.2% |
| YTD | +14.9% | +22.7% | -7.9% | +13.1% |
| 1Y | +27.7% | +22.6% | +5.1% | +25.8% |
| All | +27.7% | +23.9% | +3.8% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling