+24.4%
ODFL vs DOCU
+15.6%
+8.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +0.6% | +1.6% | -0.9% | +0.5% |
| 30D | -6.3% | +10.8% | -17.1% | -7.4% |
| 3M | -19.1% | +38.0% | -57.1% | -21.8% |
| 6M | -9.9% | +77.4% | -87.3% | -14.5% |
| YTD | +9.9% | +17.2% | -7.2% | +7.5% |
| 1Y | +24.4% | +15.6% | +8.8% | +21.9% |
| All | +24.4% | +15.6% | +8.8% | +21.9% |
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