-9.6%
ODFL vs RCAT
+796.4%
-806.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.9% | -3.3% | +0.5% |
| 7D | +0.2% | +5.4% | -5.2% | 0.0% |
| 30D | -13.4% | -5.6% | -7.8% | -13.4% |
| 3M | -24.2% | -30.2% | +6.0% | -23.6% |
| 6M | -3.3% | -43.4% | +40.1% | -2.6% |
| YTD | +19.8% | +9.6% | +10.1% | +18.2% |
| 1Y | +24.5% | -2.0% | +26.5% | +22.6% |
| 3Y | -9.6% | +825.0% | -834.6% | -4.1% |
| All | -9.6% | +796.4% | -806.0% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling