+546.0%
ODFL vs DD
+97.1%
+448.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | +5.8% | +5.0% | +0.9% | +3.4% |
| 30D | -5.3% | +19.7% | -25.0% | -13.3% |
| 3M | -19.0% | +7.2% | -26.2% | -21.9% |
| 6M | -7.5% | +1.0% | -8.5% | -8.8% |
| YTD | +11.8% | +29.1% | -17.3% | -2.3% |
| 1Y | +29.7% | +28.5% | +1.2% | +13.6% |
| 3Y | -9.1% | +89.4% | -98.6% | -35.2% |
| 5Y | +0.2% | +67.1% | -66.9% | -25.5% |
| All | +546.0% | +97.1% | +448.9% | +302.9% |
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