+290.0%
ODFL vs DBX
+22.6%
+267.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.8% |
| 7D | -3.3% | +2.1% | -5.4% | -3.9% |
| 30D | -15.3% | +5.7% | -21.0% | -16.7% |
| 3M | -27.3% | +31.8% | -59.1% | -32.8% |
| 6M | -4.5% | +37.5% | -41.9% | -13.7% |
| YTD | +15.1% | +27.9% | -12.8% | +6.1% |
| 1Y | +21.1% | +15.0% | +6.0% | +14.6% |
| 3Y | -14.1% | +27.2% | -41.3% | -22.4% |
| 5Y | +26.6% | +12.8% | +13.8% | +14.2% |
| All | +290.0% | +22.6% | +267.4% | +212.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling