+27.7%
ODFL vs DG
+45.3%
-17.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.5% | -7.6% | -1.2% |
| 7D | +3.5% | +12.3% | -8.8% | +0.2% |
| 30D | 0.0% | +19.3% | -19.3% | -4.7% |
| 3M | -18.1% | +11.9% | -29.9% | -20.8% |
| 6M | -6.4% | +25.0% | -31.4% | -12.7% |
| YTD | +14.9% | +8.7% | +6.2% | +12.1% |
| 1Y | +27.7% | +44.7% | -17.0% | +14.2% |
| All | +27.7% | +45.3% | -17.6% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling