+723.3%
ODFL vs ROP
+135.7%
+587.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | -2.8% | -8.0% | +5.2% | +2.4% |
| 30D | -13.7% | -2.7% | -10.9% | -12.4% |
| 3M | -23.4% | +16.6% | -40.0% | -31.5% |
| 6M | -7.2% | +10.4% | -17.5% | -14.4% |
| YTD | +15.6% | -12.1% | +27.7% | +23.1% |
| 1Y | +24.2% | -23.6% | +47.8% | +45.5% |
| 3Y | -12.8% | -19.3% | +6.6% | -1.6% |
| 5Y | +27.1% | -15.4% | +42.5% | +38.9% |
| All | +723.3% | +135.7% | +587.6% | +382.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling