-4.2%
ROL vs ODFL
+25.9%
-30.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.7% |
| 7D | -3.3% | -3.0% | -0.3% | -2.8% |
| 30D | -7.2% | -14.3% | +7.0% | -4.7% |
| 3M | -27.0% | -26.7% | -0.2% | -23.0% |
| 6M | -39.5% | -7.5% | -32.0% | -39.0% |
| YTD | -41.8% | +16.5% | -58.3% | -44.0% |
| 1Y | -38.9% | +23.5% | -62.4% | -41.9% |
| 3Y | -0.4% | -12.1% | +11.7% | -1.4% |
| 5Y | -4.2% | +28.9% | -33.1% | -23.4% |
| All | -4.2% | +25.9% | -30.1% | -23.4% |
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