-14.1%
ODFL vs VIVK
-100.0%
+85.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.4% | +7.0% | -0.4% |
| 7D | -3.3% | -4.4% | +1.1% | -3.2% |
| 30D | -15.3% | -40.8% | +25.5% | -15.0% |
| 3M | -27.3% | -94.1% | +66.8% | -26.4% |
| 6M | -4.5% | -98.2% | +93.7% | -2.8% |
| YTD | +15.1% | -98.0% | +113.2% | +17.0% |
| 1Y | +21.1% | -100.0% | +121.1% | +23.4% |
| 3Y | -14.1% | -100.0% | +85.9% | -16.4% |
| All | -14.1% | -100.0% | +85.9% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling