+723.3%
ODFL vs DAR
+375.1%
+348.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.3% |
| 7D | -2.8% | +0.9% | -3.7% | -3.1% |
| 30D | -13.7% | +6.4% | -20.1% | -15.4% |
| 3M | -23.4% | +13.2% | -36.6% | -26.5% |
| 6M | -7.2% | +26.2% | -33.3% | -14.2% |
| YTD | +15.6% | +84.4% | -68.7% | -4.6% |
| 1Y | +24.2% | +112.0% | -87.9% | -2.6% |
| 3Y | -12.8% | +13.4% | -26.1% | -20.4% |
| 5Y | +27.1% | -6.0% | +33.1% | +19.1% |
| All | +723.3% | +375.1% | +348.2% | +327.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DAR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling