-2.1%
ODFL vs RVTY
-10.9%
+8.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | -5.0% | -0.7% | -4.2% | -4.7% |
| 30D | -6.3% | +1.7% | -8.0% | -7.4% |
| 3M | -18.5% | +36.8% | -55.3% | -29.8% |
| 6M | -12.4% | +60.1% | -72.5% | -30.4% |
| YTD | +9.2% | +64.0% | -54.8% | -15.0% |
| 1Y | +23.0% | +68.2% | -45.2% | -5.5% |
| 3Y | -11.6% | +88.8% | -100.4% | -38.0% |
| All | -2.1% | -10.9% | +8.8% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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