+22.7%
ODFL vs DOCU
+10.7%
+12.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -5.4% | -3.4% | -2.1% | -5.1% |
| 30D | -7.7% | +9.3% | -16.9% | -8.6% |
| 3M | -20.8% | +30.2% | -51.0% | -23.0% |
| 6M | -15.0% | +62.1% | -77.2% | -18.9% |
| YTD | +7.6% | +13.5% | -5.9% | +5.4% |
| 1Y | +22.7% | +11.5% | +11.2% | +20.6% |
| All | +22.7% | +10.7% | +12.0% | +20.6% |
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