-26.7%
RIOT vs ODFL
+25.4%
-52.1%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | -1.5% | -3.3% | +1.8% | +0.9% |
| 30D | +5.7% | -15.3% | +20.9% | +19.0% |
| 3M | -17.9% | -27.3% | +9.5% | +1.9% |
| 6M | +45.0% | -4.5% | +49.5% | +44.1% |
| YTD | +69.5% | +15.1% | +54.3% | +40.9% |
| 1Y | +37.2% | +21.1% | +16.1% | +7.5% |
| 3Y | +111.7% | -14.1% | +125.8% | +113.4% |
| All | -26.7% | +25.4% | -52.1% | -49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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