-9.6%
ODFL vs RBA
+29.1%
-38.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.3% |
| 7D | +0.2% | -1.1% | +1.2% | +0.5% |
| 30D | -13.4% | -13.2% | -0.2% | -8.8% |
| 3M | -24.2% | -21.4% | -2.8% | -17.9% |
| 6M | -3.3% | -20.9% | +17.6% | +4.3% |
| YTD | +19.8% | -19.9% | +39.6% | +28.3% |
| 1Y | +24.5% | -28.7% | +53.2% | +39.1% |
| 3Y | -9.6% | +27.4% | -37.0% | -17.5% |
| All | -9.6% | +29.1% | -38.7% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 3y: compounded portfolio wealth divided by compounded RBA 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…
3y analysis · Full analysis span regression · 6 months rolling