+32.5%
ODFL vs ROP
-15.3%
+47.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +2.6% |
| 7D | +0.2% | -5.4% | +5.6% | +3.9% |
| 30D | -13.4% | -1.6% | -11.8% | -12.7% |
| 3M | -24.2% | +18.8% | -43.0% | -34.0% |
| 6M | -3.3% | +8.2% | -11.5% | -10.2% |
| YTD | +19.8% | -10.5% | +30.3% | +28.7% |
| 1Y | +24.5% | -23.7% | +48.3% | +53.8% |
| 3Y | -9.6% | -17.9% | +8.2% | +2.5% |
| All | +32.5% | -15.3% | +47.8% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling