-14.8%
ODFL vs D
+79.5%
-94.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.1% |
| 7D | -4.4% | +3.0% | -7.4% | -4.9% |
| 30D | -6.1% | +11.5% | -17.6% | -7.7% |
| 3M | -21.9% | +3.7% | -25.6% | -22.4% |
| 6M | -17.6% | +13.5% | -31.1% | -19.2% |
| YTD | +5.6% | +20.7% | -15.1% | +2.7% |
| 1Y | +20.5% | +18.2% | +2.3% | +17.4% |
| 3Y | -14.8% | +73.3% | -88.1% | -21.5% |
| All | -14.8% | +79.5% | -94.3% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling