+27.3%
ODFL vs TROW
-39.3%
+66.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.2% |
| 7D | -3.3% | -3.2% | -0.1% | -1.5% |
| 30D | -15.3% | -4.6% | -10.7% | -13.0% |
| 3M | -27.3% | -0.7% | -26.7% | -27.7% |
| 6M | -4.5% | +22.2% | -26.7% | -15.9% |
| YTD | +15.1% | +6.6% | +8.5% | +9.3% |
| 1Y | +21.1% | +5.8% | +15.3% | +15.2% |
| 3Y | -14.1% | +11.6% | -25.7% | -22.1% |
| All | +27.3% | -39.3% | +66.6% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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