+6,532.0%
ODFL vs DPZ
+5,417.8%
+1,114.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | -6.3% | -2.5% | -3.7% | -5.5% |
| 30D | -13.6% | -7.0% | -6.6% | -11.7% |
| 3M | -24.2% | +11.6% | -35.8% | -27.4% |
| 6M | -13.8% | -15.2% | +1.4% | -9.8% |
| YTD | +19.0% | -17.2% | +36.3% | +25.3% |
| 1Y | +25.7% | -24.8% | +50.5% | +36.4% |
| 3Y | -13.1% | -8.7% | -4.5% | -13.5% |
| 5Y | +26.7% | -28.9% | +55.6% | +34.8% |
| 10Y | +721.5% | +153.6% | +567.9% | +407.4% |
| All | +6,532.0% | +5,417.8% | +1,114.3% | +1,006.5% |
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