+723.3%
ODFL vs RGEN
+414.1%
+309.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -2.8% | -2.9% | +0.1% | -2.1% |
| 30D | -13.7% | -0.1% | -13.6% | -13.7% |
| 3M | -23.4% | +25.9% | -49.3% | -28.2% |
| 6M | -7.2% | +35.2% | -42.4% | -15.1% |
| YTD | +15.6% | +0.5% | +15.1% | +13.8% |
| 1Y | +24.2% | +37.0% | -12.8% | +12.3% |
| 3Y | -12.8% | +2.0% | -14.8% | -19.1% |
| 5Y | +27.1% | -44.2% | +71.3% | +29.6% |
| All | +723.3% | +414.1% | +309.2% | +382.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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