+206.6%
ROL vs ODFL
+742.1%
-535.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -3.2% | -3.3% | +0.1% | -2.3% |
| 30D | -4.9% | -15.3% | +10.4% | -0.9% |
| 3M | -25.8% | -27.3% | +1.5% | -19.8% |
| 6M | -37.6% | -4.5% | -33.1% | -37.4% |
| YTD | -41.5% | +15.1% | -56.6% | -44.5% |
| 1Y | -39.5% | +21.1% | -60.6% | -43.6% |
| 3Y | +0.1% | -14.1% | +14.2% | -1.2% |
| 5Y | -4.6% | +26.6% | -31.2% | -21.1% |
| All | +206.6% | +742.1% | -535.6% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling