+28.9%
ODFL vs RVTY
-34.2%
+63.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.6% |
| 7D | -3.0% | -5.4% | +2.4% | -0.6% |
| 30D | -14.3% | +6.7% | -21.0% | -16.9% |
| 3M | -26.7% | +19.0% | -45.7% | -32.8% |
| 6M | -7.5% | +34.6% | -42.1% | -20.5% |
| YTD | +16.5% | +28.3% | -11.7% | +2.1% |
| 1Y | +23.5% | +46.0% | -22.5% | +1.3% |
| 3Y | -12.1% | +16.9% | -29.0% | -22.8% |
| 5Y | +28.9% | -32.9% | +61.8% | +49.1% |
| All | +28.9% | -34.2% | +63.1% | +49.1% |
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