+4,538.9%
ODFL vs DG
+606.1%
+3,932.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | -6.3% | +8.4% | -14.7% | -8.2% |
| 30D | -13.6% | +4.9% | -18.5% | -14.8% |
| 3M | -24.2% | +29.3% | -53.5% | -29.1% |
| 6M | -13.8% | -11.3% | -2.5% | -11.7% |
| YTD | +19.0% | +1.8% | +17.3% | +17.7% |
| 1Y | +25.7% | +25.3% | +0.3% | +17.4% |
| 3Y | -13.1% | +9.1% | -22.2% | -20.0% |
| 5Y | +26.7% | -34.9% | +61.5% | +35.5% |
| 10Y | +721.5% | +108.2% | +613.3% | +506.8% |
| All | +4,538.9% | +606.1% | +3,932.8% | +2,098.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling