-10.7%
ODFL vs DOCU
+33.7%
-44.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.5% |
| 7D | -6.3% | +6.9% | -13.2% | -7.3% |
| 30D | -13.6% | +19.0% | -32.6% | -16.2% |
| 3M | -24.2% | +34.3% | -58.5% | -28.1% |
| 6M | -13.8% | +48.0% | -61.8% | -20.0% |
| YTD | +19.0% | 0.0% | +19.0% | +18.0% |
| 1Y | +25.7% | -10.3% | +36.0% | +26.5% |
| All | -10.7% | +33.7% | -44.3% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling