-13.7%
ODFL vs ROK
+48.6%
-62.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.2% |
| 7D | -2.8% | -1.6% | -1.2% | -2.0% |
| 30D | -13.7% | -5.4% | -8.2% | -11.3% |
| 3M | -23.4% | -4.0% | -19.4% | -22.7% |
| 6M | -7.2% | +13.3% | -20.5% | -14.3% |
| YTD | +15.6% | +9.3% | +6.3% | +8.7% |
| 1Y | +24.2% | +25.8% | -1.6% | +8.8% |
| All | -13.7% | +48.6% | -62.3% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 3y: compounded portfolio wealth divided by compounded ROK 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…
3y analysis · Full analysis span regression · 6 months rolling