+28.0%
ODFL vs DPZ
-30.2%
+58.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.1% |
| 7D | +0.2% | -1.5% | +1.6% | +0.6% |
| 30D | -13.4% | -4.4% | -9.0% | -12.4% |
| 3M | -24.2% | +7.6% | -31.8% | -26.5% |
| 6M | -3.3% | -16.9% | +13.6% | +2.0% |
| YTD | +19.8% | -18.6% | +38.4% | +27.0% |
| 1Y | +24.5% | -26.7% | +51.2% | +36.7% |
| 3Y | -9.6% | -9.3% | -0.3% | -10.6% |
| 5Y | +28.0% | -31.0% | +59.1% | +53.2% |
| All | +28.0% | -30.2% | +58.2% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling