-14.1%
ODFL vs DTE
+43.4%
-57.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -3.3% | -2.6% | -0.7% | -2.6% |
| 30D | -15.3% | -4.4% | -10.9% | -14.3% |
| 3M | -27.3% | -8.3% | -19.0% | -25.7% |
| 6M | -4.5% | -8.1% | +3.6% | -2.5% |
| YTD | +15.1% | +4.4% | +10.7% | +13.7% |
| 1Y | +21.1% | +0.2% | +20.9% | +20.7% |
| 3Y | -14.1% | +42.6% | -56.7% | -20.3% |
| All | -14.1% | +43.4% | -57.5% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling