+27.7%
ODFL vs DOCU
+11.6%
+16.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +3.5% | -3.7% | +7.2% | +3.9% |
| 30D | 0.0% | +15.0% | -14.9% | -1.6% |
| 3M | -18.1% | +39.9% | -58.0% | -20.9% |
| 6M | -6.4% | +66.2% | -72.5% | -11.0% |
| YTD | +14.9% | +17.7% | -2.8% | +12.2% |
| 1Y | +27.7% | +13.7% | +14.0% | +26.5% |
| All | +27.7% | +11.6% | +16.1% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 1y: compounded portfolio wealth divided by compounded DOCU 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…
1y analysis · Full analysis span regression · 6 months rolling