-13.7%
ODFL vs RVMD
+536.1%
-549.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -2.8% | -3.6% | +0.8% | -2.5% |
| 30D | -13.7% | -1.1% | -12.6% | -13.6% |
| 3M | -23.4% | +41.0% | -64.4% | -25.9% |
| 6M | -7.2% | +105.7% | -112.9% | -14.2% |
| YTD | +15.6% | +155.3% | -139.7% | +3.5% |
| 1Y | +24.2% | +402.7% | -378.6% | +1.0% |
| All | -13.7% | +536.1% | -549.8% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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