+7,527.0%
ROL vs ODFL
+29,953.1%
-22,426.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.3% | -0.1% |
| 7D | +0.8% | -5.0% | +5.7% | +1.4% |
| 30D | +20.6% | -6.3% | +26.9% | +21.6% |
| 3M | +4.5% | -18.5% | +23.0% | +7.2% |
| 6M | -26.5% | -12.4% | -14.1% | -25.4% |
| YTD | -34.8% | +9.2% | -44.0% | -36.0% |
| 1Y | -33.2% | +23.0% | -56.2% | -35.4% |
| 3Y | +4.5% | -11.6% | +16.1% | +3.7% |
| 5Y | +15.5% | +0.1% | +15.4% | +11.5% |
| 10Y | +217.2% | +550.8% | -333.6% | +142.6% |
| All | +7,527.0% | +29,953.1% | -22,426.0% | +4,323.1% |
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 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