+719.8%
ODFL vs RJF
+429.3%
+290.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.3% | -2.7% | -0.6% | -2.0% |
| 30D | -15.3% | -4.3% | -11.0% | -13.5% |
| 3M | -27.3% | +15.7% | -43.0% | -32.7% |
| 6M | -4.5% | +17.8% | -22.3% | -12.6% |
| YTD | +15.1% | +9.2% | +6.0% | +9.3% |
| 1Y | +21.1% | +2.8% | +18.3% | +18.1% |
| 3Y | -14.1% | +69.5% | -83.6% | -34.6% |
| 5Y | +26.6% | +105.9% | -79.4% | -13.4% |
| All | +719.8% | +429.3% | +290.6% | +229.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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