+544.9%
ODFL vs INVH
+75.5%
+469.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.2% |
| 7D | -2.8% | -3.1% | +0.3% | -1.4% |
| 30D | -13.7% | -7.5% | -6.2% | -10.6% |
| 3M | -23.4% | -6.3% | -17.1% | -21.2% |
| 6M | -7.2% | +9.4% | -16.6% | -11.2% |
| YTD | +15.6% | +1.4% | +14.2% | +14.3% |
| 1Y | +24.2% | -4.1% | +28.3% | +25.7% |
| 3Y | -12.8% | -9.2% | -3.6% | -10.7% |
| 5Y | +27.1% | -19.6% | +46.7% | +36.3% |
| All | +544.9% | +75.5% | +469.4% | +427.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling