+67.3%
ODFL vs ROIV
+287.3%
-220.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.6% | -1.0% | +3.2% |
| 7D | -3.0% | +13.3% | -16.3% | -4.2% |
| 30D | -6.1% | +14.8% | -20.8% | -7.3% |
| 3M | -20.9% | +11.9% | -32.8% | -21.9% |
| 6M | -13.6% | +42.4% | -56.0% | -16.8% |
| YTD | +9.4% | +87.4% | -78.0% | +2.4% |
| 1Y | +22.9% | +97.2% | -74.3% | +14.4% |
| 3Y | -9.8% | +375.7% | -385.5% | -22.7% |
| 5Y | -0.4% | +379.0% | -379.4% | -21.2% |
| All | +67.3% | +287.3% | -220.1% | +40.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling