+305.7%
ODFL vs DBX
+16.6%
+289.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.4% |
| 7D | +0.2% | -1.3% | +1.5% | +0.4% |
| 30D | -13.4% | -2.9% | -10.6% | -12.9% |
| 3M | -24.2% | +23.8% | -48.0% | -28.8% |
| 6M | -3.3% | +26.2% | -29.5% | -10.5% |
| YTD | +19.8% | +21.6% | -1.8% | +11.9% |
| 1Y | +24.5% | +11.4% | +13.1% | +18.8% |
| 3Y | -9.6% | +21.3% | -30.9% | -17.3% |
| 5Y | +28.0% | +6.7% | +21.4% | +17.2% |
| All | +305.7% | +16.6% | +289.1% | +229.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling