-14.1%
ODFL vs ROKU
+83.2%
-97.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.3% | -0.4% | -2.8% | -3.2% |
| 30D | -15.3% | +2.1% | -17.4% | -15.6% |
| 3M | -27.3% | +29.5% | -56.8% | -30.7% |
| 6M | -4.5% | +53.8% | -58.3% | -12.1% |
| YTD | +15.1% | +42.8% | -27.7% | +7.0% |
| 1Y | +21.1% | +60.7% | -39.6% | +9.8% |
| 3Y | -14.1% | +83.9% | -98.0% | -22.5% |
| All | -14.1% | +83.2% | -97.3% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling