-9.1%
ODFL vs DG
+21.7%
-30.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | +5.8% | +0.3% | +5.5% | +5.8% |
| 30D | -5.3% | +3.2% | -8.6% | -5.7% |
| 3M | -19.0% | +10.4% | -29.4% | -20.0% |
| 6M | -7.5% | +33.2% | -40.6% | -10.5% |
| YTD | +11.8% | +3.0% | +8.8% | +10.9% |
| 1Y | +29.7% | +31.2% | -1.6% | +26.7% |
| 3Y | -9.1% | +21.8% | -31.0% | -14.7% |
| All | -9.1% | +21.7% | -30.8% | -14.7% |
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