-13.1%
ODFL vs DRI
+54.2%
-67.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.1% |
| 7D | -3.0% | -4.8% | +1.8% | -1.2% |
| 30D | -14.3% | -3.9% | -10.3% | -13.1% |
| 3M | -26.7% | +5.1% | -31.8% | -28.6% |
| 6M | -7.5% | +5.5% | -13.0% | -10.2% |
| YTD | +16.5% | +16.5% | +0.1% | +8.3% |
| 1Y | +23.5% | +2.0% | +21.5% | +20.6% |
| All | -13.1% | +54.2% | -67.2% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 3y: compounded portfolio wealth divided by compounded DRI 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…
3y analysis · Full analysis span regression · 6 months rolling