+43.1%
RIOT vs ODFL
-7.5%
+50.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.8% | -4.3% | -4.9% |
| 7D | -0.9% | -2.8% | +1.9% | -0.2% |
| 30D | +3.5% | -13.7% | +17.2% | +7.0% |
| 3M | -13.0% | -23.4% | +10.4% | -7.0% |
| 6M | +43.1% | -7.2% | +50.3% | +34.3% |
| All | +43.1% | -7.5% | +50.6% | +34.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling