-13.1%
ODFL vs VO
+56.0%
-69.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -1.6% |
| 7D | -3.0% | -0.6% | -2.4% | -2.3% |
| 30D | -14.3% | -1.9% | -12.3% | -11.9% |
| 3M | -26.7% | +3.3% | -30.0% | -29.7% |
| 6M | -7.5% | +9.7% | -17.2% | -18.1% |
| YTD | +16.5% | +12.6% | +3.9% | +0.1% |
| 1Y | +23.5% | +13.6% | +9.9% | +5.0% |
| All | -13.1% | +56.0% | -69.1% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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