+43,198.7%
ODFL vs DVA
+5,166.5%
+38,032.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.9% |
| 7D | -3.0% | +2.0% | -5.0% | -3.3% |
| 30D | -14.3% | -0.4% | -13.9% | -14.3% |
| 3M | -26.7% | -7.7% | -19.1% | -26.2% |
| 6M | -7.5% | +20.0% | -27.4% | -10.1% |
| YTD | +16.5% | +61.1% | -44.6% | +9.0% |
| 1Y | +23.5% | +33.9% | -10.3% | +18.0% |
| 3Y | -12.1% | +91.5% | -103.6% | -20.2% |
| 5Y | +28.9% | +41.8% | -12.9% | +19.4% |
| 10Y | +746.5% | +187.5% | +559.0% | +617.6% |
| All | +43,198.7% | +5,166.5% | +38,032.2% | +55,948.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling