+31,109.0%
ODFL vs D
+1,864.8%
+29,244.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.6% |
| 7D | -5.0% | -2.4% | -2.5% | -4.2% |
| 30D | -6.3% | +9.0% | -15.3% | -8.8% |
| 3M | -18.5% | +1.0% | -19.4% | -18.8% |
| 6M | -12.4% | +11.0% | -23.4% | -15.5% |
| YTD | +9.2% | +19.8% | -10.6% | +2.8% |
| 1Y | +23.0% | +16.0% | +7.0% | +16.8% |
| 3Y | -11.6% | +74.4% | -86.0% | -27.4% |
| 5Y | +0.1% | +13.5% | -13.4% | -6.5% |
| 10Y | +550.8% | +48.4% | +502.5% | +437.7% |
| All | +31,109.0% | +1,864.8% | +29,244.2% | +15,500.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling