+592.4%
ODFL vs DOC
+21.1%
+571.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +3.0% |
| 7D | -3.0% | +5.9% | -8.9% | -4.8% |
| 30D | -6.1% | +10.3% | -16.4% | -9.1% |
| 3M | -20.9% | -2.2% | -18.7% | -20.4% |
| 6M | -13.6% | +8.2% | -21.8% | -16.0% |
| YTD | +9.4% | +35.4% | -25.9% | -2.1% |
| 1Y | +22.9% | +23.6% | -0.7% | +13.3% |
| 3Y | -9.8% | +57.3% | -67.1% | -24.0% |
| 5Y | -0.4% | -19.6% | +19.3% | +3.4% |
| 10Y | +592.4% | +20.8% | +571.6% | +552.6% |
| All | +592.4% | +21.1% | +571.3% | +552.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling