+26.3%
ODFL vs D
+5.6%
+20.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -6.3% | +1.5% | -7.7% | -6.6% |
| 30D | -13.6% | -2.6% | -11.0% | -13.1% |
| 3M | -24.2% | 0.0% | -24.2% | -24.2% |
| 6M | -13.8% | +7.4% | -21.1% | -15.3% |
| YTD | +19.0% | +15.9% | +3.2% | +15.1% |
| 1Y | +25.7% | +18.1% | +7.6% | +20.7% |
| 3Y | -13.1% | +58.4% | -71.5% | -22.9% |
| All | +26.3% | +5.6% | +20.7% | +29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling