+546.0%
ODFL vs DPZ
+140.2%
+405.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.9% | +1.1% |
| 7D | +5.8% | +2.2% | +3.6% | +5.3% |
| 30D | -5.3% | +15.5% | -20.8% | -8.6% |
| 3M | -19.0% | -2.0% | -17.0% | -18.8% |
| 6M | -7.5% | +12.1% | -19.6% | -10.6% |
| YTD | +11.8% | -16.6% | +28.4% | +15.8% |
| 1Y | +29.7% | -14.6% | +44.2% | +33.5% |
| 3Y | -9.1% | -4.1% | -5.0% | -9.9% |
| 5Y | +0.2% | -28.3% | +28.5% | +3.7% |
| All | +546.0% | +140.2% | +405.8% | +410.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling