-14.1%
ODFL vs DKS
+30.4%
-44.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.2% |
| 7D | -3.3% | -2.0% | -1.2% | -2.7% |
| 30D | -15.3% | -32.7% | +17.5% | -5.8% |
| 3M | -27.3% | -38.8% | +11.5% | -16.6% |
| 6M | -4.5% | -29.4% | +24.9% | +3.5% |
| YTD | +15.1% | -30.3% | +45.5% | +25.5% |
| 1Y | +21.1% | -39.6% | +60.7% | +38.1% |
| 3Y | -14.1% | +32.2% | -46.3% | -22.5% |
| All | -14.1% | +30.4% | -44.5% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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