+30,087.6%
ODFL vs DOC
+1,948.3%
+28,139.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.6% |
| 7D | -4.4% | +6.5% | -10.9% | -6.7% |
| 30D | -6.1% | +9.2% | -15.2% | -9.2% |
| 3M | -21.9% | -2.5% | -19.4% | -21.3% |
| 6M | -17.6% | +7.1% | -24.6% | -19.9% |
| YTD | +5.6% | +33.0% | -27.4% | -6.4% |
| 1Y | +20.5% | +23.3% | -2.7% | +9.9% |
| 3Y | -14.8% | +44.9% | -59.7% | -28.0% |
| 5Y | -3.0% | -21.6% | +18.6% | +2.7% |
| 10Y | +607.6% | +17.4% | +590.3% | +491.6% |
| All | +30,087.6% | +1,948.3% | +28,139.3% | +13,047.9% |
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