+3,429.4%
ODFL vs VIVK
-100.0%
+3,529.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.3% | +3.6% | -2.7% |
| 7D | -3.0% | -7.9% | +4.9% | -3.0% |
| 30D | -14.3% | -42.0% | +27.7% | -14.2% |
| 3M | -26.7% | -92.5% | +65.8% | -26.7% |
| 6M | -7.5% | -98.0% | +90.5% | -7.3% |
| YTD | +16.5% | -97.9% | +114.4% | +16.7% |
| 1Y | +23.5% | -100.0% | +123.5% | +23.8% |
| 3Y | -12.1% | -100.0% | +87.9% | -11.9% |
| 5Y | +28.9% | -100.0% | +128.9% | +29.2% |
| 10Y | +746.5% | -100.0% | +846.5% | +750.5% |
| All | +3,429.4% | -100.0% | +3,529.4% | +3,679.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling