+723.3%
ODFL vs DPZ
+145.4%
+577.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -2.8% | -8.6% | +5.8% | -0.7% |
| 30D | -13.7% | -11.2% | -2.5% | -11.3% |
| 3M | -23.4% | +1.4% | -24.8% | -24.0% |
| 6M | -7.2% | -19.9% | +12.7% | -2.7% |
| YTD | +15.6% | -23.0% | +38.7% | +22.1% |
| 1Y | +24.2% | -28.2% | +52.4% | +33.2% |
| 3Y | -12.8% | -14.2% | +1.5% | -11.2% |
| 5Y | +27.1% | -33.4% | +60.5% | +33.8% |
| All | +723.3% | +145.4% | +577.9% | +601.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded DPZ 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling