+28.9%
ODFL vs DAR
-8.0%
+36.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.3% | -2.9% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | -14.3% | +7.4% | -21.7% | -16.0% |
| 3M | -26.7% | +15.7% | -42.4% | -29.9% |
| 6M | -7.5% | +30.0% | -37.5% | -14.8% |
| YTD | +16.5% | +87.5% | -71.0% | -3.3% |
| 1Y | +23.5% | +113.4% | -89.8% | -1.9% |
| 3Y | -12.1% | +15.3% | -27.4% | -19.0% |
| 5Y | +28.9% | -4.3% | +33.2% | +22.7% |
| All | +28.9% | -8.0% | +36.9% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling