+546.0%
ODFL vs RCAT
-99.8%
+645.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +1.7% |
| 7D | +5.8% | -5.9% | +11.8% | +5.9% |
| 30D | -5.3% | -19.7% | +14.3% | -5.3% |
| 3M | -19.0% | -62.9% | +43.9% | -18.6% |
| 6M | -7.5% | -59.6% | +52.1% | -7.2% |
| YTD | +11.8% | -52.1% | +63.9% | +11.9% |
| 1Y | +29.7% | -50.9% | +80.6% | +29.8% |
| 3Y | -9.1% | +333.8% | -342.9% | -10.0% |
| 5Y | +0.2% | +40.7% | -40.5% | -0.6% |
| All | +546.0% | -99.8% | +645.9% | +562.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling