+27.1%
ODFL vs DG
-39.4%
+66.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -2.8% | -6.3% | +3.5% | -1.8% |
| 30D | -13.7% | +2.4% | -16.1% | -14.1% |
| 3M | -23.4% | +12.4% | -35.8% | -25.0% |
| 6M | -7.2% | -14.9% | +7.8% | -5.2% |
| YTD | +15.6% | -6.1% | +21.7% | +16.3% |
| 1Y | +24.2% | +17.9% | +6.3% | +20.4% |
| 3Y | -12.8% | +3.1% | -15.9% | -15.5% |
| 5Y | +27.1% | -38.7% | +65.8% | +44.0% |
| All | +27.1% | -39.4% | +66.5% | +44.0% |
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