+33,922.3%
ODFL vs RGEN
+727.7%
+33,194.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -6.3% | -4.9% | -1.4% | -6.0% |
| 30D | -13.6% | +5.7% | -19.3% | -13.9% |
| 3M | -24.2% | +32.4% | -56.6% | -25.5% |
| 6M | -13.8% | +33.2% | -47.0% | -15.4% |
| YTD | +19.0% | +2.3% | +16.8% | +18.5% |
| 1Y | +25.7% | +39.0% | -13.3% | +22.9% |
| 3Y | -13.1% | -4.6% | -8.5% | -14.0% |
| 5Y | +26.7% | -42.7% | +69.3% | +27.4% |
| 10Y | +721.5% | +433.6% | +287.9% | +650.6% |
| All | +33,922.3% | +727.7% | +33,194.7% | +31,022.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling