+705.0%
ODFL vs RACE
+658.9%
+46.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.7% |
| 7D | -4.4% | +5.1% | -9.5% | -6.2% |
| 30D | -6.1% | +7.7% | -13.8% | -8.8% |
| 3M | -21.9% | +2.2% | -24.0% | -22.7% |
| 6M | -17.6% | +23.8% | -41.3% | -25.0% |
| YTD | +5.6% | +13.9% | -8.3% | -1.2% |
| 1Y | +20.5% | +3.8% | +16.7% | +17.0% |
| 3Y | -14.8% | +28.0% | -42.8% | -27.9% |
| 5Y | -3.0% | +64.9% | -67.9% | -28.1% |
| 10Y | +607.6% | +780.4% | -172.7% | +197.9% |
| All | +705.0% | +658.9% | +46.1% | +230.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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