+25.7%
ODFL vs ROP
-21.5%
+47.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.6% | +1.0% |
| 7D | -6.3% | -4.4% | -1.8% | -5.2% |
| 30D | -13.6% | +3.2% | -16.8% | -14.4% |
| 3M | -24.2% | +23.1% | -47.2% | -28.8% |
| 6M | -13.8% | +13.3% | -27.1% | -16.9% |
| YTD | +19.0% | -7.9% | +26.9% | +22.9% |
| 1Y | +25.7% | -22.1% | +47.7% | +39.0% |
| All | +25.7% | -21.5% | +47.1% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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