+27.1%
ODFL vs RJF
+101.5%
-74.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.2% |
| 7D | -2.8% | -4.2% | +1.4% | -0.6% |
| 30D | -13.7% | -3.6% | -10.1% | -12.0% |
| 3M | -23.4% | +15.6% | -39.0% | -29.7% |
| 6M | -7.2% | +17.6% | -24.8% | -15.9% |
| YTD | +15.6% | +9.2% | +6.4% | +8.9% |
| 1Y | +24.2% | +5.5% | +18.7% | +18.9% |
| 3Y | -12.8% | +70.3% | -83.1% | -36.1% |
| 5Y | +27.1% | +106.0% | -78.9% | -13.7% |
| All | +27.1% | +101.5% | -74.4% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling