-0.4%
ODFL vs DG
-35.8%
+35.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.9% |
| 3M | -19.0% | +10.4% | -29.4% | -20.5% |
| 6M | -7.5% | +33.2% | -40.6% | -12.1% |
| YTD | +11.8% | +3.0% | +8.8% | +10.6% |
| 1Y | +29.7% | +31.2% | -1.6% | +23.7% |
| 3Y | -9.1% | +21.8% | -31.0% | -15.4% |
| All | -0.4% | -35.8% | +35.4% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling