+719.8%
ODFL vs DTE
+137.8%
+582.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -3.3% | -2.6% | -0.7% | -2.4% |
| 30D | -15.3% | -4.4% | -10.9% | -14.0% |
| 3M | -27.3% | -8.3% | -19.0% | -25.2% |
| 6M | -4.5% | -8.1% | +3.6% | -1.9% |
| YTD | +15.1% | +4.4% | +10.7% | +13.1% |
| 1Y | +21.1% | +0.2% | +20.9% | +20.4% |
| 3Y | -14.1% | +42.6% | -56.7% | -25.2% |
| 5Y | +26.6% | +31.5% | -4.9% | +13.1% |
| All | +719.8% | +137.8% | +582.0% | +567.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling