+21.1%
ODFL vs DBX
+15.5%
+5.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | -3.3% | +2.1% | -5.4% | -3.4% |
| 30D | -15.3% | +5.7% | -21.0% | -15.5% |
| 3M | -27.3% | +31.8% | -59.1% | -28.1% |
| 6M | -4.5% | +37.5% | -41.9% | -5.0% |
| YTD | +15.1% | +27.9% | -12.8% | +14.9% |
| 1Y | +21.1% | +15.0% | +6.0% | +22.9% |
| All | +21.1% | +15.5% | +5.6% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling