-14.1%
ODFL vs RNG
+119.8%
-133.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.3% | -6.1% | +2.8% | -2.2% |
| 30D | -15.3% | +9.6% | -24.9% | -16.8% |
| 3M | -27.3% | +83.3% | -110.7% | -35.4% |
| 6M | -4.5% | +77.9% | -82.4% | -16.0% |
| YTD | +15.1% | +139.9% | -124.8% | -7.0% |
| 1Y | +21.1% | +121.7% | -100.6% | -0.8% |
| 3Y | -14.1% | +121.9% | -136.0% | -31.1% |
| All | -14.1% | +119.8% | -133.9% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling