+719.8%
ODFL vs RIO
+608.6%
+111.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -3.3% | -3.2% | -0.1% | -2.2% |
| 30D | -15.3% | +0.9% | -16.2% | -15.7% |
| 3M | -27.3% | -1.4% | -25.9% | -27.3% |
| 6M | -4.5% | +10.9% | -15.4% | -8.9% |
| YTD | +15.1% | +31.2% | -16.1% | +3.0% |
| 1Y | +21.1% | +67.9% | -46.8% | -1.1% |
| 3Y | -14.1% | +88.8% | -102.9% | -33.6% |
| 5Y | +26.6% | +93.1% | -66.5% | -6.0% |
| All | +719.8% | +608.6% | +111.2% | +278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 10y: compounded portfolio wealth divided by compounded RIO 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…
10y analysis · Full analysis span regression · 6 months rolling