-13.1%
ODFL vs DG
+4.6%
-17.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -2.4% |
| 7D | -3.0% | -4.8% | +1.8% | -2.5% |
| 30D | -14.3% | +1.8% | -16.0% | -14.5% |
| 3M | -26.7% | +14.5% | -41.2% | -27.8% |
| 6M | -7.5% | -13.6% | +6.1% | -6.8% |
| YTD | +16.5% | -4.8% | +21.4% | +16.7% |
| 1Y | +23.5% | +21.6% | +2.0% | +22.1% |
| All | -13.1% | +4.6% | -17.7% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling