-0.4%
ODFL vs RIO
+90.3%
-90.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +5.8% | -0.9% | +6.8% | +6.1% |
| 30D | -5.3% | -9.1% | +3.8% | -2.6% |
| 3M | -19.0% | -13.7% | -5.3% | -15.4% |
| 6M | -7.5% | -24.3% | +16.9% | +0.3% |
| YTD | +11.8% | +8.9% | +2.9% | +6.5% |
| 1Y | +29.7% | +22.7% | +7.0% | +18.6% |
| 3Y | -9.1% | +51.2% | -60.3% | -23.6% |
| All | -0.4% | +90.3% | -90.7% | -24.4% |
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