+31,119.9%
ODFL vs DOC
+1,934.1%
+29,185.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.2% | -4.7% | -4.8% |
| 7D | -1.0% | +6.2% | -7.3% | -3.3% |
| 30D | -4.2% | +6.5% | -10.7% | -6.5% |
| 3M | -20.7% | -6.2% | -14.5% | -18.9% |
| 6M | -12.8% | +25.6% | -38.4% | -20.7% |
| YTD | +9.2% | +32.1% | -22.8% | -2.9% |
| 1Y | +21.9% | +20.3% | +1.6% | +12.2% |
| 3Y | -11.5% | +42.7% | -54.3% | -24.8% |
| 5Y | +0.3% | -22.2% | +22.5% | +6.5% |
| 10Y | +631.8% | +16.5% | +615.3% | +513.5% |
| All | +31,119.9% | +1,934.1% | +29,185.8% | +13,534.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling