+27.1%
ODFL vs DKS
+12.8%
+14.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -2.8% | -4.7% | +1.9% | -1.4% |
| 30D | -13.7% | -35.1% | +21.4% | -3.2% |
| 3M | -23.4% | -37.7% | +14.4% | -13.1% |
| 6M | -7.2% | -30.7% | +23.6% | +1.2% |
| YTD | +15.6% | -31.9% | +47.6% | +26.8% |
| 1Y | +24.2% | -40.0% | +64.2% | +41.4% |
| 3Y | -12.8% | +28.4% | -41.2% | -23.8% |
| 5Y | +27.1% | +12.4% | +14.7% | +3.1% |
| All | +27.1% | +12.8% | +14.3% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling