+27.1%
ODFL vs RIO
+90.3%
-63.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | +0.5% |
| 7D | -2.8% | -3.4% | +0.6% | -1.8% |
| 30D | -13.7% | +0.6% | -14.2% | -13.9% |
| 3M | -23.4% | +2.5% | -25.9% | -24.2% |
| 6M | -7.2% | +10.8% | -17.9% | -10.9% |
| YTD | +15.6% | +30.5% | -14.8% | +4.9% |
| 1Y | +24.2% | +68.1% | -44.0% | +3.7% |
| 3Y | -12.8% | +94.0% | -106.8% | -31.0% |
| 5Y | +27.1% | +92.0% | -64.9% | -3.5% |
| All | +27.1% | +90.3% | -63.2% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling