+27.7%
ODFL vs VIVK
-100.0%
+127.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -27.5% | +28.4% | +1.3% |
| 7D | +3.5% | -68.7% | +72.2% | +4.6% |
| 30D | 0.0% | -90.0% | +90.0% | +2.3% |
| 3M | -18.1% | -98.1% | +80.0% | -14.4% |
| 6M | -6.4% | -99.9% | +93.5% | +1.1% |
| YTD | +14.9% | -99.9% | +114.8% | +23.1% |
| 1Y | +27.7% | -100.0% | +127.7% | +48.2% |
| All | +27.7% | -100.0% | +127.7% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling