+42.5%
ODFL vs DUOL
+1.6%
+40.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -3.3% | -7.0% | +3.7% | -2.5% |
| 30D | -15.3% | +6.7% | -22.0% | -16.1% |
| 3M | -27.3% | +16.0% | -43.3% | -29.0% |
| 6M | -4.5% | +45.4% | -49.9% | -9.5% |
| YTD | +15.1% | -18.1% | +33.3% | +16.3% |
| 1Y | +21.1% | -53.6% | +74.6% | +30.3% |
| 3Y | -14.1% | -11.0% | -3.1% | -18.0% |
| 5Y | +26.6% | -17.1% | +43.7% | +10.3% |
| All | +42.5% | +1.6% | +40.9% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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