+816.6%
RIOT vs ODFL
+717.1%
+99.5%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +1.0% |
| 7D | +18.4% | -3.0% | +21.4% | +20.8% |
| 30D | +13.8% | -14.3% | +28.0% | +25.7% |
| 3M | -12.7% | -26.7% | +14.0% | +5.7% |
| 6M | +50.1% | -7.5% | +57.6% | +53.4% |
| YTD | +74.2% | +16.5% | +57.7% | +48.2% |
| 1Y | +45.1% | +23.5% | +21.6% | +16.4% |
| 3Y | +101.6% | -12.1% | +113.6% | +101.1% |
| 5Y | -29.6% | +28.9% | -58.5% | -45.3% |
| 10Y | +528.1% | +746.5% | -218.3% | +83.6% |
| All | +816.6% | +717.1% | +99.5% | +158.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling