+33,922.3%
ODFL vs DOC
+1,966.1%
+31,956.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.7% |
| 7D | -6.3% | -1.5% | -4.8% | -5.8% |
| 30D | -13.6% | -4.8% | -8.8% | -12.0% |
| 3M | -24.2% | +6.9% | -31.1% | -26.1% |
| 6M | -13.8% | +20.7% | -34.5% | -20.4% |
| YTD | +19.0% | +34.1% | -15.1% | +5.4% |
| 1Y | +25.7% | +22.6% | +3.0% | +14.8% |
| 3Y | -13.1% | +20.8% | -33.9% | -21.5% |
| 5Y | +26.7% | -24.9% | +51.5% | +36.3% |
| 10Y | +721.5% | -1.8% | +723.3% | +635.9% |
| All | +33,922.3% | +1,966.1% | +31,956.3% | +14,693.5% |
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