-9.1%
ODFL vs D
+73.4%
-82.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +5.8% | -1.4% | +7.2% | +6.1% |
| 30D | -5.3% | +7.7% | -13.1% | -6.4% |
| 3M | -19.0% | -0.3% | -18.7% | -19.0% |
| 6M | -7.5% | +10.1% | -17.5% | -8.9% |
| YTD | +11.8% | +19.1% | -7.3% | +9.0% |
| 1Y | +29.7% | +15.9% | +13.8% | +26.7% |
| 3Y | -9.1% | +75.0% | -84.1% | -16.1% |
| All | -9.1% | +73.4% | -82.5% | -16.1% |
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