+25,727.2%
ODFL vs ROP
+25,523.2%
+203.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.6% | +1.2% |
| 7D | -6.3% | -4.4% | -1.8% | -5.0% |
| 30D | -13.6% | +3.2% | -16.8% | -14.5% |
| 3M | -24.2% | +23.1% | -47.2% | -29.2% |
| 6M | -13.8% | +13.3% | -27.1% | -17.6% |
| YTD | +19.0% | -7.9% | +26.9% | +20.9% |
| 1Y | +25.7% | -22.1% | +47.7% | +34.5% |
| 3Y | -13.1% | -16.8% | +3.7% | -8.5% |
| 5Y | +26.7% | -13.5% | +40.2% | +32.7% |
| 10Y | +721.5% | +137.7% | +583.8% | +551.8% |
| All | +25,727.2% | +25,523.2% | +203.9% | +12,779.8% |
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 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