+71,792.8%
ROST vs ODFL
+32,863.2%
+38,929.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +0.2% | +0.2% | +0.1% | +0.2% |
| 30D | -10.0% | -13.4% | +3.4% | -8.2% |
| 3M | +1.2% | -24.2% | +25.4% | +5.1% |
| 6M | +8.9% | -3.3% | +12.3% | +9.0% |
| YTD | +28.1% | +19.8% | +8.3% | +24.0% |
| 1Y | +53.0% | +24.5% | +28.4% | +47.1% |
| 3Y | +97.9% | -9.6% | +107.5% | +96.3% |
| 5Y | +112.0% | +28.0% | +83.9% | +98.4% |
| 10Y | +303.0% | +735.3% | -432.3% | +198.8% |
| All | +71,792.8% | +32,863.2% | +38,929.6% | +33,205.0% |
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