+5,895.1%
ODFL vs DPZ
+5,272.5%
+622.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.3% |
| 7D | -5.4% | +2.2% | -7.6% | -6.1% |
| 30D | -7.7% | +6.7% | -14.4% | -9.7% |
| 3M | -20.8% | -4.5% | -16.3% | -19.9% |
| 6M | -15.0% | +3.3% | -18.3% | -16.7% |
| YTD | +7.6% | -19.4% | +27.0% | +14.1% |
| 1Y | +22.7% | -17.3% | +40.0% | +28.9% |
| 3Y | -12.9% | -8.4% | -4.5% | -13.3% |
| 5Y | -0.1% | -28.2% | +28.1% | +5.9% |
| 10Y | +550.4% | +130.9% | +419.5% | +316.3% |
| All | +5,895.1% | +5,272.5% | +622.6% | +907.5% |
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 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