+27.7%
ODFL vs RBRK
+62.9%
-35.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.2% | +0.9% |
| 7D | +3.5% | -12.5% | +16.0% | +4.0% |
| 30D | 0.0% | -3.0% | +3.0% | 0.0% |
| 3M | -18.1% | +46.9% | -65.0% | -19.2% |
| 6M | -6.4% | +105.4% | -111.8% | -7.9% |
| YTD | +14.9% | +55.6% | -40.7% | +13.5% |
| 1Y | +27.7% | +63.9% | -36.2% | +25.3% |
| All | +27.7% | +62.9% | -35.2% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 1y: compounded portfolio wealth divided by compounded RBRK 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…
1y analysis · Full analysis span regression · 6 months rolling