+24,471.7%
ODFL vs DECK
+7,820.9%
+16,650.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -6.3% | -2.2% | -4.1% | -6.0% |
| 30D | -13.6% | -13.6% | 0.0% | -12.0% |
| 3M | -24.2% | -21.2% | -2.9% | -21.9% |
| 6M | -13.8% | -21.1% | +7.3% | -11.3% |
| YTD | +19.0% | -17.2% | +36.3% | +21.4% |
| 1Y | +25.7% | -30.7% | +56.4% | +30.7% |
| 3Y | -13.1% | -3.4% | -9.8% | -14.7% |
| 5Y | +26.7% | +25.5% | +1.1% | +19.5% |
| 10Y | +721.5% | +714.7% | +6.8% | +522.5% |
| All | +24,471.7% | +7,820.9% | +16,650.8% | +15,499.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling