+550.4%
ODFL vs D
+44.7%
+505.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -5.4% | +2.4% | -7.8% | -6.0% |
| 30D | -7.7% | +10.9% | -18.6% | -10.2% |
| 3M | -20.8% | +2.8% | -23.7% | -21.5% |
| 6M | -15.0% | +12.7% | -27.7% | -17.9% |
| YTD | +7.6% | +20.3% | -12.7% | +2.1% |
| 1Y | +22.7% | +17.1% | +5.6% | +17.2% |
| 3Y | -12.9% | +75.1% | -88.0% | -26.8% |
| 5Y | -0.1% | +13.1% | -13.2% | -4.6% |
| 10Y | +550.4% | +48.3% | +502.2% | +547.3% |
| All | +550.4% | +44.7% | +505.7% | +547.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling