-7.2%
ODFL vs RBRK
+124.5%
-131.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.2% |
| 7D | -3.3% | -7.5% | +4.2% | -2.7% |
| 30D | -15.3% | -10.4% | -4.9% | -14.7% |
| 3M | -27.3% | +21.3% | -48.6% | -28.5% |
| 6M | -4.5% | +50.6% | -55.1% | -7.8% |
| YTD | +15.1% | +13.3% | +1.8% | +13.5% |
| 1Y | +21.1% | +11.2% | +9.8% | +19.0% |
| All | -7.2% | +124.5% | -131.6% | -16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling