+0.3%
ODFL vs DOCU
-71.9%
+72.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -3.0% | -4.6% |
| 7D | -1.0% | -3.2% | +2.2% | -0.4% |
| 30D | -4.2% | +15.7% | -19.9% | -6.8% |
| 3M | -20.7% | +37.3% | -58.0% | -25.5% |
| 6M | -12.8% | +63.1% | -75.9% | -21.1% |
| YTD | +9.2% | +15.4% | -6.1% | +4.6% |
| 1Y | +21.9% | +11.3% | +10.6% | +17.4% |
| 3Y | -11.5% | +92.1% | -103.6% | -26.2% |
| 5Y | +0.3% | -70.5% | +70.8% | -8.7% |
| All | +0.3% | -71.9% | +72.2% | -8.7% |
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 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