+34,131.0%
ODFL vs RJF
+17,923.7%
+16,207.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.9% |
| 7D | +0.2% | +1.8% | -1.6% | -0.5% |
| 30D | -13.4% | 0.0% | -13.4% | -13.5% |
| 3M | -24.2% | +18.0% | -42.1% | -28.5% |
| 6M | -3.3% | +17.0% | -20.3% | -8.7% |
| YTD | +19.8% | +11.1% | +8.7% | +15.0% |
| 1Y | +24.5% | +8.0% | +16.6% | +20.6% |
| 3Y | -9.6% | +73.3% | -82.9% | -25.2% |
| 5Y | +28.0% | +107.4% | -79.4% | -0.8% |
| 10Y | +735.3% | +428.5% | +306.8% | +367.9% |
| All | +34,131.0% | +17,923.7% | +16,207.3% | +10,554.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling