+34,131.0%
ODFL vs ROK
+13,164.7%
+20,966.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | +0.2% | +2.8% | -2.6% | -1.0% |
| 30D | -13.4% | -2.4% | -11.0% | -12.6% |
| 3M | -24.2% | -4.7% | -19.5% | -23.1% |
| 6M | -3.3% | +16.8% | -20.1% | -10.1% |
| YTD | +19.8% | +11.4% | +8.4% | +13.5% |
| 1Y | +24.5% | +26.2% | -1.6% | +11.9% |
| 3Y | -9.6% | +51.9% | -61.5% | -26.4% |
| 5Y | +28.0% | +46.4% | -18.3% | +4.7% |
| 10Y | +735.3% | +343.5% | +391.7% | +329.7% |
| All | +34,131.0% | +13,164.7% | +20,966.3% | +7,991.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling