+6,972.9%
ROL vs ODFL
+32,662.2%
-25,689.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -1.4% | -6.3% | +4.8% | -0.6% |
| 30D | -4.1% | -13.6% | +9.5% | -2.3% |
| 3M | -22.5% | -24.2% | +1.7% | -19.8% |
| 6M | -37.7% | -13.8% | -23.9% | -36.7% |
| YTD | -39.6% | +19.0% | -58.6% | -41.3% |
| 1Y | -36.0% | +25.7% | -61.7% | -38.4% |
| 3Y | -5.1% | -13.1% | +8.0% | -5.7% |
| 5Y | -3.4% | +26.7% | -30.0% | -9.5% |
| 10Y | +215.2% | +721.5% | -506.2% | +134.5% |
| All | +6,972.9% | +32,662.2% | -25,689.4% | +3,957.0% |
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