+23,752.7%
ODFL vs ROP
+30,039.9%
-6,287.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | +0.6% | -2.7% | +3.3% | +1.5% |
| 30D | -6.3% | +29.7% | -36.0% | -13.9% |
| 3M | -19.1% | +21.2% | -40.3% | -24.2% |
| 6M | -9.9% | +48.3% | -58.2% | -21.1% |
| YTD | +9.9% | +8.4% | +1.5% | +5.8% |
| 1Y | +24.4% | +6.0% | +18.4% | +20.6% |
| 3Y | -11.0% | -5.6% | -5.4% | -10.3% |
| 5Y | -1.4% | +1.3% | -2.7% | -2.0% |
| 10Y | +555.3% | +184.1% | +371.2% | +390.4% |
| All | +23,752.7% | +30,039.9% | -6,287.2% | +11,166.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling