+27.7%
ODFL vs INVH
+1.1%
+26.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.7% | -0.6% |
| 7D | +3.5% | +3.1% | +0.4% | +2.1% |
| 30D | 0.0% | +5.8% | -5.8% | -2.4% |
| 3M | -18.1% | -8.5% | -9.6% | -15.3% |
| 6M | -6.4% | -1.3% | -5.0% | -6.1% |
| YTD | +14.9% | +2.6% | +12.3% | +13.7% |
| 1Y | +27.7% | +0.7% | +27.0% | +26.1% |
| All | +27.7% | +1.1% | +26.6% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 1y: compounded portfolio wealth divided by compounded INVH 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…
1y analysis · Full analysis span regression · 6 months rolling