+422.7%
ODFL vs ROKU
+867.7%
-445.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.1% | -2.5% |
| 7D | -3.0% | -3.0% | 0.0% | -2.7% |
| 30D | -14.3% | +0.7% | -15.0% | -14.3% |
| 3M | -26.7% | +26.5% | -53.2% | -28.9% |
| 6M | -7.5% | +52.6% | -60.1% | -12.4% |
| YTD | +16.5% | +40.9% | -24.4% | +11.1% |
| 1Y | +23.5% | +57.6% | -34.1% | +16.0% |
| 3Y | -12.1% | +83.2% | -95.3% | -21.5% |
| 5Y | +28.9% | -54.8% | +83.7% | +22.0% |
| All | +422.7% | +867.7% | -445.1% | +320.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling