+24.2%
ODFL vs RGEN
+39.1%
-14.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -2.8% | -2.9% | +0.1% | -2.2% |
| 30D | -13.7% | -0.1% | -13.6% | -13.5% |
| 3M | -23.4% | +25.9% | -49.3% | -26.9% |
| 6M | -7.2% | +35.2% | -42.4% | -13.5% |
| YTD | +15.6% | +0.5% | +15.1% | +13.5% |
| 1Y | +24.2% | +37.0% | -12.8% | +17.5% |
| All | +24.2% | +39.1% | -14.9% | +17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling