+33,206.6%
ODFL vs DTE
+2,441.9%
+30,764.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.4% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -14.3% | -0.5% | -13.7% | -14.1% |
| 3M | -26.7% | -6.0% | -20.7% | -25.3% |
| 6M | -7.5% | -7.2% | -0.3% | -5.4% |
| YTD | +16.5% | +7.2% | +9.4% | +13.5% |
| 1Y | +23.5% | +4.1% | +19.5% | +21.4% |
| 3Y | -12.1% | +46.9% | -58.9% | -23.7% |
| 5Y | +28.9% | +32.9% | -4.0% | +15.2% |
| 10Y | +746.5% | +144.5% | +602.0% | +499.1% |
| All | +33,206.6% | +2,441.9% | +30,764.7% | +14,292.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling