+719.8%
ODFL vs DD
+66.6%
+653.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.3% |
| 7D | -3.3% | -3.5% | +0.2% | -1.6% |
| 30D | -15.3% | -11.7% | -3.6% | -10.1% |
| 3M | -27.3% | -9.2% | -18.1% | -24.2% |
| 6M | -4.5% | -7.2% | +2.7% | -2.0% |
| YTD | +15.1% | +6.6% | +8.5% | +10.6% |
| 1Y | +21.1% | +32.0% | -10.9% | +4.7% |
| 3Y | -14.1% | +42.1% | -56.2% | -29.9% |
| 5Y | +26.6% | +58.1% | -31.5% | -2.8% |
| All | +719.8% | +66.6% | +653.2% | +434.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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