+81.9%
ODFL vs ROIV
+232.7%
-150.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | -6.3% | +0.6% | -6.9% | -6.3% |
| 30D | -13.6% | +1.0% | -14.5% | -13.7% |
| 3M | -24.2% | +18.3% | -42.5% | -25.5% |
| 6M | -13.8% | +18.3% | -32.1% | -15.4% |
| YTD | +19.0% | +61.0% | -41.9% | +13.2% |
| 1Y | +25.7% | +177.9% | -152.2% | +13.3% |
| 3Y | -13.1% | +199.1% | -212.2% | -23.0% |
| 5Y | +26.7% | +250.7% | -224.0% | +6.2% |
| All | +81.9% | +232.7% | -150.7% | +55.5% |
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 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