+12.7%
ROL vs ODFL
+0.6%
+12.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.1% | -1.6% |
| 7D | -1.7% | +0.6% | -2.3% | -1.8% |
| 30D | +18.5% | -6.3% | +24.8% | +19.9% |
| 3M | +4.3% | -19.1% | +23.5% | +8.2% |
| 6M | -27.7% | -9.9% | -17.8% | -26.7% |
| YTD | -35.8% | +9.9% | -45.7% | -37.5% |
| 1Y | -34.1% | +24.4% | -58.5% | -37.3% |
| 3Y | +2.9% | -11.0% | +13.9% | +1.2% |
| 5Y | +12.7% | -1.4% | +14.1% | +2.1% |
| All | +12.7% | +0.6% | +12.1% | +2.1% |
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