-9.1%
ODFL vs DAR
+33.7%
-42.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.4% |
| 7D | +5.8% | +11.6% | -5.7% | +3.5% |
| 30D | -5.3% | -10.2% | +4.9% | -3.4% |
| 3M | -19.0% | -14.8% | -4.1% | -16.7% |
| 6M | -7.5% | -10.1% | +2.6% | -6.2% |
| YTD | +11.8% | +55.5% | -43.7% | -0.6% |
| 1Y | +29.7% | +61.7% | -32.0% | +14.0% |
| 3Y | -9.1% | +37.2% | -46.3% | -21.9% |
| All | -9.1% | +33.7% | -42.8% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling