+23.5%
ODFL vs D
+17.3%
+6.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -2.5% |
| 7D | -3.0% | -0.4% | -2.6% | -2.9% |
| 30D | -14.3% | -2.1% | -12.2% | -14.0% |
| 3M | -26.7% | -0.7% | -26.0% | -26.4% |
| 6M | -7.5% | +5.6% | -13.1% | -7.7% |
| YTD | +16.5% | +14.6% | +2.0% | +16.4% |
| 1Y | +23.5% | +15.3% | +8.2% | +21.8% |
| All | +23.5% | +17.3% | +6.3% | +21.8% |
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