-11.9%
ODFL vs DOC
+43.2%
-55.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -1.0% | +6.2% | -7.3% | -3.0% |
| 30D | -4.2% | +6.5% | -10.7% | -6.2% |
| 3M | -20.7% | -6.2% | -14.5% | -19.1% |
| 6M | -12.8% | +25.6% | -38.4% | -19.7% |
| YTD | +9.2% | +32.1% | -22.8% | -1.8% |
| 1Y | +21.9% | +20.3% | +1.6% | +13.4% |
| All | -11.9% | +43.2% | -55.1% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling