+27.1%
ODFL vs RNG
-70.1%
+97.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -2.8% | -9.6% | +6.8% | -1.1% |
| 30D | -13.7% | +8.8% | -22.5% | -15.1% |
| 3M | -23.4% | +78.6% | -102.0% | -31.9% |
| 6M | -7.2% | +70.3% | -77.4% | -17.8% |
| YTD | +15.6% | +140.3% | -124.7% | -6.0% |
| 1Y | +24.2% | +126.6% | -102.4% | +1.8% |
| 3Y | -12.8% | +120.2% | -133.0% | -30.6% |
| 5Y | +27.1% | -68.3% | +95.4% | +16.6% |
| All | +27.1% | -70.1% | +97.2% | +16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling