+1,158.4%
ODFL vs RNG
+305.9%
+852.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.6% |
| 7D | -3.0% | -4.1% | +1.0% | -2.4% |
| 30D | -14.3% | +8.6% | -22.9% | -15.5% |
| 3M | -26.7% | +78.0% | -104.7% | -34.0% |
| 6M | -7.5% | +67.0% | -74.5% | -16.6% |
| YTD | +16.5% | +142.4% | -125.9% | -2.8% |
| 1Y | +23.5% | +120.4% | -96.9% | +4.4% |
| 3Y | -12.1% | +122.1% | -134.2% | -27.8% |
| 5Y | +28.9% | -69.8% | +98.8% | +30.8% |
| 10Y | +746.5% | +223.4% | +523.1% | +457.5% |
| All | +1,158.4% | +305.9% | +852.5% | +690.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling