-0.4%
ODFL vs ROIV
+433.0%
-433.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.6% | -1.0% | +3.2% |
| 7D | -3.0% | +13.3% | -16.3% | -4.3% |
| 30D | -6.1% | +14.8% | -20.8% | -7.5% |
| 3M | -20.9% | +11.9% | -32.8% | -22.0% |
| 6M | -13.6% | +42.4% | -56.0% | -17.2% |
| YTD | +9.4% | +87.4% | -78.0% | +1.7% |
| 1Y | +22.9% | +97.2% | -74.3% | +13.5% |
| 3Y | -9.8% | +375.7% | -385.5% | -24.0% |
| 5Y | -0.4% | +379.0% | -379.4% | -24.8% |
| All | -0.4% | +433.0% | -433.4% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling