+78.1%
ODFL vs ROIV
+298.2%
-220.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.8% |
| 7D | -3.0% | +22.3% | -25.3% | -4.9% |
| 30D | -14.3% | +16.9% | -31.1% | -15.6% |
| 3M | -26.7% | +43.9% | -70.7% | -29.4% |
| 6M | -7.5% | +41.6% | -49.1% | -10.8% |
| YTD | +16.5% | +92.7% | -76.1% | +8.9% |
| 1Y | +23.5% | +210.2% | -186.6% | +10.2% |
| 3Y | -12.1% | +231.8% | -243.9% | -23.1% |
| 5Y | +28.9% | +319.8% | -290.9% | +6.2% |
| All | +78.1% | +298.2% | -220.1% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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