+719.8%
ODFL vs DG
+101.8%
+618.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -3.3% | -6.5% | +3.2% | -1.8% |
| 30D | -15.3% | +4.2% | -19.4% | -16.2% |
| 3M | -27.3% | +9.5% | -36.8% | -29.1% |
| 6M | -4.5% | -13.1% | +8.6% | -2.0% |
| YTD | +15.1% | -4.8% | +20.0% | +15.7% |
| 1Y | +21.1% | +20.6% | +0.5% | +14.9% |
| 3Y | -14.1% | +4.9% | -19.0% | -19.5% |
| 5Y | +26.6% | -37.9% | +64.5% | +40.2% |
| All | +719.8% | +101.8% | +618.1% | +548.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling