-10.7%
ODFL vs DECK
-3.0%
-7.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | -6.3% | -2.2% | -4.1% | -5.7% |
| 30D | -13.6% | -13.6% | 0.0% | -10.4% |
| 3M | -24.2% | -21.2% | -2.9% | -19.6% |
| 6M | -13.8% | -21.1% | +7.3% | -8.8% |
| YTD | +19.0% | -17.2% | +36.3% | +23.6% |
| 1Y | +25.7% | -30.7% | +56.4% | +35.1% |
| All | -10.7% | -3.0% | -7.6% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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