+25.7%
ODFL vs RNG
+144.7%
-119.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | +0.4% |
| 7D | -6.3% | +5.8% | -12.1% | -6.8% |
| 30D | -13.6% | +19.6% | -33.2% | -15.2% |
| 3M | -24.2% | +67.0% | -91.2% | -28.2% |
| 6M | -13.8% | +88.4% | -102.1% | -20.3% |
| YTD | +19.0% | +155.5% | -136.4% | +2.6% |
| 1Y | +25.7% | +141.7% | -116.0% | +7.3% |
| All | +25.7% | +144.7% | -119.0% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling