+34,802.2%
ODFL vs RMBS
+1,363.4%
+33,438.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | +0.2% | +3.0% | -2.8% | -0.1% |
| 30D | -13.4% | -14.4% | +1.0% | -12.1% |
| 3M | -24.2% | -42.8% | +18.7% | -20.1% |
| 6M | -3.3% | -1.4% | -1.9% | -4.8% |
| YTD | +19.8% | -5.4% | +25.2% | +17.8% |
| 1Y | +24.5% | +18.6% | +6.0% | +18.7% |
| 3Y | -9.6% | +57.3% | -66.9% | -18.2% |
| 5Y | +28.0% | +265.7% | -237.7% | +6.4% |
| 10Y | +735.3% | +546.0% | +189.2% | +553.1% |
| All | +34,802.2% | +1,363.4% | +33,438.8% | +25,423.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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