+6,025.0%
ODFL vs DPZ
+5,324.1%
+700.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.2% |
| 7D | +0.6% | -2.5% | +3.1% | +1.5% |
| 30D | -6.3% | +12.5% | -18.8% | -9.9% |
| 3M | -19.1% | -5.2% | -13.9% | -18.0% |
| 6M | -9.9% | +8.8% | -18.7% | -13.2% |
| YTD | +9.9% | -18.7% | +28.6% | +16.2% |
| 1Y | +24.4% | -15.7% | +40.1% | +29.8% |
| 3Y | -11.0% | -7.5% | -3.5% | -11.7% |
| 5Y | -1.4% | -30.1% | +28.7% | +5.4% |
| 10Y | +555.3% | +135.3% | +420.0% | +316.6% |
| All | +6,025.0% | +5,324.1% | +700.9% | +926.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling