-14.1%
ODFL vs INVH
-9.7%
-4.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.3% | -3.0% | -0.3% | -2.1% |
| 30D | -15.3% | -7.5% | -7.8% | -12.6% |
| 3M | -27.3% | -5.5% | -21.8% | -25.6% |
| 6M | -4.5% | +11.7% | -16.2% | -9.0% |
| YTD | +15.1% | +1.3% | +13.8% | +14.1% |
| 1Y | +21.1% | -6.1% | +27.2% | +23.7% |
| 3Y | -14.1% | -9.8% | -4.3% | -13.0% |
| All | -14.1% | -9.7% | -4.4% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling