+26,554.4%
ODFL vs DRI
+8,060.6%
+18,493.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -5.4% | +4.2% | -9.7% | -6.7% |
| 30D | -7.7% | +15.7% | -23.3% | -11.8% |
| 3M | -20.8% | +5.8% | -26.6% | -22.4% |
| 6M | -15.0% | +18.4% | -33.5% | -19.9% |
| YTD | +7.6% | +28.2% | -20.6% | -1.2% |
| 1Y | +22.7% | +35.9% | -13.2% | +10.6% |
| 3Y | -12.9% | +67.7% | -80.6% | -27.1% |
| 5Y | -0.1% | +77.9% | -77.9% | -18.2% |
| 10Y | +550.4% | +338.7% | +211.7% | +264.4% |
| All | +26,554.4% | +8,060.6% | +18,493.8% | +7,930.5% |
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