+27.3%
ODFL vs VICR
+57.6%
-30.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.2% | -11.6% | -1.9% |
| 7D | -3.3% | +5.0% | -8.2% | -4.0% |
| 30D | -15.3% | -12.5% | -2.8% | -14.1% |
| 3M | -27.3% | -33.6% | +6.3% | -24.7% |
| 6M | -4.5% | +10.7% | -15.2% | -10.3% |
| YTD | +15.1% | +80.6% | -65.4% | -0.4% |
| 1Y | +21.1% | +288.4% | -267.3% | -8.6% |
| 3Y | -14.1% | +213.8% | -227.9% | -37.2% |
| All | +27.3% | +57.6% | -30.4% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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