+31,180.4%
ODFL vs RL
+1,568.4%
+29,611.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.2% | +1.9% |
| 7D | -3.0% | +0.2% | -3.3% | -3.1% |
| 30D | -6.1% | +7.3% | -13.4% | -8.1% |
| 3M | -20.9% | +1.0% | -21.9% | -21.3% |
| 6M | -13.6% | +11.8% | -25.4% | -17.2% |
| YTD | +9.4% | +13.6% | -4.2% | +4.2% |
| 1Y | +22.9% | +24.0% | -1.1% | +13.9% |
| 3Y | -9.8% | +256.6% | -266.4% | -40.3% |
| 5Y | -0.4% | +240.2% | -240.6% | -34.1% |
| 10Y | +592.4% | +373.0% | +219.4% | +284.4% |
| All | +31,180.4% | +1,568.4% | +29,611.9% | +12,420.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling