-13.1%
ODFL vs RGEN
+2.1%
-15.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.2% |
| 7D | -3.0% | -4.6% | +1.6% | -2.0% |
| 30D | -14.3% | +1.2% | -15.4% | -14.5% |
| 3M | -26.7% | +26.8% | -53.6% | -30.9% |
| 6M | -7.5% | +29.1% | -36.5% | -13.6% |
| YTD | +16.5% | +0.7% | +15.8% | +14.9% |
| 1Y | +23.5% | +39.1% | -15.5% | +12.5% |
| All | -13.1% | +2.1% | -15.2% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling