+31,180.3%
ODFL vs D
+1,870.0%
+29,310.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.8% |
| 7D | -3.0% | +0.8% | -3.8% | -3.3% |
| 30D | -6.1% | +10.7% | -16.8% | -9.0% |
| 3M | -20.9% | +2.3% | -23.2% | -21.5% |
| 6M | -13.6% | +12.5% | -26.1% | -17.0% |
| YTD | +9.4% | +20.1% | -10.6% | +3.0% |
| 1Y | +22.9% | +15.6% | +7.4% | +16.9% |
| 3Y | -9.8% | +75.2% | -85.0% | -26.0% |
| 5Y | -0.4% | +14.6% | -14.9% | -7.3% |
| 10Y | +592.4% | +43.8% | +548.6% | +477.7% |
| All | +31,180.3% | +1,870.0% | +29,310.4% | +15,523.5% |
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 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