+159.7%
ODFL vs RVMD
+634.9%
-475.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.8% |
| 7D | +0.2% | -1.2% | +1.4% | +0.3% |
| 30D | -13.4% | +1.1% | -14.5% | -13.6% |
| 3M | -24.2% | +39.6% | -63.8% | -27.2% |
| 6M | -3.3% | +110.7% | -114.0% | -12.4% |
| YTD | +19.8% | +160.3% | -140.5% | +4.9% |
| 1Y | +24.5% | +404.9% | -380.4% | -0.2% |
| 3Y | -9.6% | +545.5% | -555.1% | -31.4% |
| 5Y | +28.0% | +584.7% | -556.6% | -9.0% |
| All | +159.7% | +634.9% | -475.2% | +66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling