-0.4%
ODFL vs DOCU
-69.6%
+69.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +5.8% | +4.1% | +1.8% | +5.1% |
| 30D | -5.3% | +7.4% | -12.7% | -6.7% |
| 3M | -19.0% | +26.0% | -45.0% | -22.6% |
| 6M | -7.5% | +79.2% | -86.7% | -17.6% |
| YTD | +11.8% | +18.1% | -6.3% | +6.6% |
| 1Y | +29.7% | +20.5% | +9.1% | +23.0% |
| 3Y | -9.1% | +96.4% | -105.5% | -24.5% |
| All | -0.4% | -69.6% | +69.2% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling