+25.7%
ODFL vs ROKU
+57.7%
-32.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | -6.3% | -1.3% | -5.0% | -6.1% |
| 30D | -13.6% | +5.9% | -19.5% | -14.3% |
| 3M | -24.2% | +23.9% | -48.1% | -26.5% |
| 6M | -13.8% | +59.6% | -73.3% | -20.7% |
| YTD | +19.0% | +43.4% | -24.4% | +10.2% |
| 1Y | +25.7% | +60.2% | -34.5% | +13.0% |
| All | +25.7% | +57.7% | -32.1% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 1y: compounded portfolio wealth divided by compounded ROKU 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…
1y analysis · Full analysis span regression · 6 months rolling