-0.4%
ODFL vs RBA
+47.6%
-47.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.7% |
| 7D | -3.0% | +2.5% | -5.5% | -3.9% |
| 30D | -6.1% | +11.6% | -17.7% | -10.0% |
| 3M | -20.9% | +1.5% | -22.4% | -21.6% |
| 6M | -13.6% | -6.6% | -7.0% | -12.4% |
| YTD | +9.4% | -6.3% | +15.7% | +10.6% |
| 1Y | +22.9% | -4.0% | +26.9% | +23.0% |
| 3Y | -9.8% | +47.3% | -57.1% | -24.2% |
| 5Y | -0.4% | +47.7% | -48.0% | -18.2% |
| All | -0.4% | +47.6% | -47.9% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling