+28.0%
ODFL vs RL
+241.4%
-213.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | +0.2% | +1.9% | -1.7% | -0.6% |
| 30D | -13.4% | -12.2% | -1.2% | -9.0% |
| 3M | -24.2% | -6.6% | -17.5% | -22.6% |
| 6M | -3.3% | +3.2% | -6.5% | -5.9% |
| YTD | +19.8% | -1.3% | +21.1% | +18.6% |
| 1Y | +24.5% | +13.6% | +10.9% | +16.1% |
| 3Y | -9.6% | +210.9% | -220.5% | -47.4% |
| 5Y | +28.0% | +246.9% | -218.8% | -29.9% |
| All | +28.0% | +241.4% | -213.4% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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