+27.3%
ODFL vs DVA
+46.8%
-19.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.3% | -1.3% | -1.9% | -3.1% |
| 30D | -15.3% | 0.0% | -15.3% | -15.3% |
| 3M | -27.3% | -10.9% | -16.4% | -26.2% |
| 6M | -4.5% | +17.3% | -21.8% | -8.4% |
| YTD | +15.1% | +59.8% | -44.7% | +3.6% |
| 1Y | +21.1% | +36.3% | -15.2% | +12.1% |
| 3Y | -14.1% | +88.6% | -102.7% | -25.3% |
| All | +27.3% | +46.8% | -19.5% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 5y: compounded portfolio wealth divided by compounded DVA 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…
5y analysis · Full analysis span regression · 6 months rolling