+29,386.1%
ODFL vs DRI
+7,577.6%
+21,808.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | -6.3% | +0.6% | -6.9% | -6.5% |
| 30D | -13.6% | +3.8% | -17.4% | -14.7% |
| 3M | -24.2% | +13.0% | -37.2% | -27.3% |
| 6M | -13.8% | +8.3% | -22.1% | -16.4% |
| YTD | +19.0% | +20.6% | -1.6% | +11.5% |
| 1Y | +25.7% | +6.5% | +19.2% | +22.2% |
| 3Y | -13.1% | +53.7% | -66.8% | -25.3% |
| 5Y | +26.7% | +72.7% | -46.0% | +4.6% |
| 10Y | +721.5% | +363.2% | +358.3% | +352.8% |
| All | +29,386.1% | +7,577.6% | +21,808.4% | +8,967.5% |
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