-9.6%
ODFL vs ROP
-18.5%
+8.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +2.1% |
| 7D | +0.2% | -5.4% | +5.6% | +2.9% |
| 30D | -13.4% | -1.6% | -11.8% | -12.9% |
| 3M | -24.2% | +18.8% | -43.0% | -31.7% |
| 6M | -3.3% | +8.2% | -11.5% | -8.2% |
| YTD | +19.8% | -10.5% | +30.3% | +28.8% |
| 1Y | +24.5% | -23.7% | +48.3% | +51.9% |
| 3Y | -9.6% | -17.9% | +8.2% | +1.7% |
| All | -9.6% | -18.5% | +8.9% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling