-13.1%
ODFL vs DD
+42.2%
-55.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -1.4% |
| 7D | -3.0% | -3.8% | +0.8% | -1.2% |
| 30D | -14.3% | -9.2% | -5.0% | -10.1% |
| 3M | -26.7% | -9.0% | -17.7% | -23.5% |
| 6M | -7.5% | -5.0% | -2.5% | -6.3% |
| YTD | +16.5% | +7.4% | +9.1% | +11.0% |
| 1Y | +23.5% | +35.1% | -11.6% | +4.5% |
| All | -13.1% | +42.2% | -55.2% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling