+23.0%
ODFL vs DPZ
-17.9%
+40.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -5.0% | -3.5% | -1.4% | -4.2% |
| 30D | -6.3% | +5.7% | -12.0% | -7.4% |
| 3M | -18.5% | -7.5% | -11.0% | -17.4% |
| 6M | -12.4% | +6.2% | -18.6% | -14.1% |
| YTD | +9.2% | -19.8% | +29.0% | +15.7% |
| 1Y | +23.0% | -18.0% | +40.9% | +26.5% |
| All | +23.0% | -17.9% | +40.9% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling