-3.7%
ODFL vs DECK
+23.3%
-27.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -2.9% |
| 7D | -4.4% | +5.8% | -10.2% | -6.1% |
| 30D | -6.1% | +7.9% | -14.0% | -8.4% |
| 3M | -21.9% | -11.4% | -10.5% | -19.1% |
| 6M | -17.6% | -16.6% | -1.0% | -13.3% |
| YTD | +5.6% | -16.4% | +22.0% | +9.9% |
| 1Y | +20.5% | +8.6% | +11.9% | +15.4% |
| 3Y | -14.8% | -15.1% | +0.3% | -21.0% |
| All | -3.7% | +23.3% | -27.0% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling