+33,922.3%
ODFL vs RL
+1,366.2%
+32,556.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.5% |
| 7D | -6.3% | -0.8% | -5.5% | -6.1% |
| 30D | -13.6% | -7.8% | -5.8% | -11.6% |
| 3M | -24.2% | -4.0% | -20.2% | -23.6% |
| 6M | -13.8% | -1.9% | -11.9% | -14.0% |
| YTD | +19.0% | -0.2% | +19.2% | +18.0% |
| 1Y | +25.7% | +10.7% | +15.0% | +20.6% |
| 3Y | -13.1% | +210.8% | -223.9% | -40.1% |
| 5Y | +26.7% | +238.2% | -211.6% | -16.2% |
| 10Y | +721.5% | +313.4% | +408.1% | +375.3% |
| All | +33,922.3% | +1,366.2% | +32,556.2% | +14,072.1% |
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