+27,131.8%
ODFL vs DRI
+8,033.5%
+19,098.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | +0.6% | -0.3% | +1.0% | +0.8% |
| 30D | -6.3% | +10.8% | -17.1% | -9.3% |
| 3M | -19.1% | +0.9% | -20.0% | -19.6% |
| 6M | -9.9% | +16.3% | -26.2% | -14.6% |
| YTD | +9.9% | +27.8% | -17.8% | +1.0% |
| 1Y | +24.4% | +33.9% | -9.5% | +12.7% |
| 3Y | -11.0% | +67.2% | -78.2% | -25.5% |
| 5Y | -1.4% | +79.0% | -80.4% | -19.5% |
| 10Y | +555.3% | +332.2% | +223.1% | +268.8% |
| All | +27,131.8% | +8,033.5% | +19,098.3% | +8,112.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling