+43,964.7%
ODFL vs DGX
+8,631.6%
+35,333.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.1% | -0.4% |
| 7D | -2.8% | -3.5% | +0.7% | -2.1% |
| 30D | -13.7% | -2.7% | -11.0% | -13.2% |
| 3M | -23.4% | +13.9% | -37.2% | -25.4% |
| 6M | -7.2% | +16.0% | -23.2% | -10.1% |
| YTD | +15.6% | +34.9% | -19.3% | +8.6% |
| 1Y | +24.2% | +30.6% | -6.4% | +17.2% |
| 3Y | -12.8% | +93.0% | -105.7% | -24.2% |
| 5Y | +27.1% | +64.4% | -37.3% | +13.7% |
| 10Y | +739.9% | +248.1% | +491.8% | +551.4% |
| All | +43,964.7% | +8,631.6% | +35,333.1% | +32,846.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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