+31,848.5%
ODFL vs RRC
+1,833.0%
+30,015.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +5.8% | +6.4% | -0.6% | +5.3% |
| 30D | -5.3% | +23.9% | -29.2% | -7.0% |
| 3M | -19.0% | +30.2% | -49.1% | -20.8% |
| 6M | -7.5% | +26.3% | -33.7% | -9.4% |
| YTD | +11.8% | +48.1% | -36.3% | +7.9% |
| 1Y | +29.7% | +37.7% | -8.0% | +25.8% |
| 3Y | -9.1% | +60.3% | -69.4% | -13.5% |
| 5Y | +0.2% | +135.3% | -135.1% | -8.6% |
| 10Y | +566.3% | +73.3% | +492.9% | +473.8% |
| All | +31,848.5% | +1,833.0% | +30,015.5% | +28,147.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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